Narrow search
Showing 1 - 3 of 3
Cover Image
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
Cover Image
Efficient tests for an autoregressive unit root
Elliott, Graham - In: Econometrica : journal of the Econometric Society, an … 64 (1996) 4, pp. 813-836
Persistent link: https://www.econbiz.de/10001203922
Cover Image
Inference in linear time series models with some unit roots
Sims, Christopher A. - In: Econometrica : journal of the Econometric Society, an … 58 (1990) 1, pp. 113-144
Persistent link: https://www.econbiz.de/10001084874