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~isPartOf:"Practical issues in cointegration analysis"
~language:"eng"
~language:"fra"
~language:"slk"
~person:"Pesaran, M. Hashem"
~person:"Phillips, Peter C. B."
~type_genre:"Article in journal"
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Pesaran, M. Hashem
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Practical issues in cointegration analysis
Journal of econometrics
93
Econometric theory
70
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
31
Econometric reviews
26
Journal of applied econometrics
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International journal of forecasting
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Oxford bulletin of economics and statistics
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Journal of economic dynamics & control
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New Zealand economic papers
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The review of economic studies
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Journal of economic surveys
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Econometrics : open access journal
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Economic modelling
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Energy economics
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Journal of financial econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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The review of economics and statistics
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Cambridge working papers in economics
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Journal of international money and finance
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Papers in money, macroeconomics and finance : proceedings of the Money, Macroeconomics and Finance Research Group
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Quantitative economics : QE ; journal of the Econometric Society
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Research in economics : an international review of economics
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The American journal of economics and sociology
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A primer on unit root testing
Phillips, Peter C. B.
;
Xiao, Zhijie
- In:
Practical issues in cointegration analysis
,
(pp. 7-53)
.
1999
Persistent link: https://www.econbiz.de/10001550918
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2
Structural analysis of cointegrating VARs
Pesaran, M. Hashem
;
Smith, Ron
- In:
Practical issues in cointegration analysis
,
(pp. 55-89)
.
1999
Persistent link: https://www.econbiz.de/10001550922
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