Efficient detrending in cointegrating regression

Econometric Theory

Volumn 15, Issue 4, 1999, Pages 519-548

  Xiao, Zhijie ^a   Phillips, Peter C B ^b  

^a UNIVERSITY OF ILLINOIS AT URBANA CHAMPAIGN   (United States)

^b YALE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0033418875     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/s0266466699154033     Document Type: Article

References (17)

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