Confidence sets for cointegrating coefficients based on stationarity tests

Journal of Business and Economic Statistics

Volumn 18, Issue 2, 2000, Pages 211-222

  Wright, Jonathan H ^a  

^a Federal Reserve Board Division of International Finance   (United States)

Author keywords

Cointegration; Money demand; Regression; Robust inference; Unit roots

Indexed keywords

EID: 0034400455     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1080/07350015.2000.10524863     Document Type: Article

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