IDENTIFYING COINTEGRATING REGRESSIONS BY THE RANK CONDITION
- 1 February 1994
- journal article
- Published by Wiley in Oxford Bulletin of Economics and Statistics
- Vol. 56 (1) , 105-110
- https://doi.org/10.1111/j.1468-0084.1994.mp56001009.x
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- Statistical Inference in Instrumental Variables Regression with I(1) ProcessesThe Review of Economic Studies, 1990
- Statistical analysis of cointegration vectorsJournal of Economic Dynamics and Control, 1988
- ECONOMETRIC MODELLING WITH COINTEGRATED VARIABLES: AN OVERVIEWOxford Bulletin of Economics and Statistics, 1986