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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
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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