Narrow search
Showing 1 - 3 of 3
Cover Image
Instrumental variable interpretation of cointegration with inference results for fractional cointegration
Mármol, Francesc; Escribano, Álvaro; Aparicio, Felipe M. - In: Econometric theory 18 (2002) 3, pp. 646-672
Persistent link: https://www.econbiz.de/10001673447
Cover Image
STABILITY OF REGIME SWITCHING ERROR CORRECTION MODELS UNDER LINEAR COINTEGRATION
Saikkonen, Pentti; Balke, N.S.; Fomby, T.B.; Bec, F.; … - In: Econometric theory 24 (2008) 1, pp. 294
Persistent link: https://www.econbiz.de/10007896786
Cover Image
Instrumental Variable Interpretation of Cointegration with Inference Results for Fractional Cointegration
Marmol, Francesc; Escribano, Alvaro; Aparicio, Felipe M. - In: Econometric theory 18 (2002) 3, pp. 646-672
Persistent link: https://www.econbiz.de/10006973971