Nonstationarity, cointegration, and error correction in economic modeling

• 1 June 1988
• journal article
• Published by Elsevier in Journal of Economic Dynamics and Control
• Vol. 12  (2) , 199-201
• https://doi.org/10.1016/0165-1889(88)90039-5

Abstract

Keywords

• COINTEGRATION
• NONSTATIONARITY
• ECONOMIC MODELING
• ERROR CORRECTION IN ECONOMIC