Instrumental variable interpretation of cointegration with inference results for fractional cointegration

Econometric Theory

Volumn 18, Issue 3, 2002, Pages 646-672

  Marmol, Francesc ^a   Escribano, Alvaro ^a   Aparicio, Felipe M ^a  

^a UNIVERSIDAD CARLOS III DE MADRID   (Spain)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0036015413     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0266466602183046     Document Type: Article

References (37)

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