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~subject:"Kointegration"
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Kointegration
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Identification of dynamic economic models from reduced form VECM structures : an application of covariance restrictions
Rasche, Robert H.
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2000
Persistent link: https://www.econbiz.de/10001581126
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Analysis of panel vector error correction models using maximum likelihood, the bootstrap, and canonical-correlation estimators
Anderson, Richard G.
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contributor
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2006
Persistent link: https://www.econbiz.de/10003740180
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Results of a study of the stability of cointegrating relations comprised of broad monetary aggregates
Carlson, John B.
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Hoffman, Dennis L.
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Keen, Benjamin D.
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1999
Persistent link: https://www.econbiz.de/10001474248
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