Testing for cointegration using principal components methods
| Year of publication: |
1988
|
|---|---|
| Authors: | Phillips, P. C. B. ; Ouliaris, S. |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 12.1988, 2-3, p. 205-230
|
| Publisher: |
Elsevier |