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~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"Cointegration"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Aufsatzsammlung"
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A panic attack on unit roots and cointegration
Bai, Jushan
;
Ng, Serena
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
4
,
pp. 1127-1177
Persistent link: https://www.econbiz.de/10002132537
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A simple estimator of cointegrating vectors in higher order integrated systems
Stock, James H.
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 783-820
Persistent link: https://www.econbiz.de/10001147143
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