Journal article

Stochastic cointegration: estimation and inference

D Harris, B McCabe, S Leybourne

Journal of Econometrics | ELSEVIER SCIENCE SA | Published : 2002

DOI: 10.1016/S0304-4076(02)00111-2

University of Melbourne Researchers

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Keywords

Social Sciences, Mathematical Methods
Business & Economics
Stochastic Cointegration
Mathematical Methods in Social Sciences
Physical Sciences
Economics
Mathematics, Interdisciplinary Applications
Instrumental Variables
Science & Technology
Heteroscedastic Integration and Cointegration
Social Sciences
Mathematics