Error Correction and Long-Run Equilibrium in Continuous Time
- 1 July 1991
- journal article
- Published by JSTOR in Econometrica
- Vol. 59 (4) , 967
- https://doi.org/10.2307/2938169
Abstract
This paper deals with error correction models (ECM's) and cointegrated systems that are formulated in continuous time. Long-run equilibrium coefficients in ...Keywords
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