On the identification of cointegrated systems in small samples: A modelling strategy with an application to UK wages and prices

Journal of Economic Dynamics and Control

Volumn 26, Issue 9-10, 2002, Pages 1517-1537

  Greenslade, Jennifer V ^a   Hall, Stephen G ^b   Henry, S G Brian ^c  

^a BANK OF ENGLAND   (United Kingdom)

^b IMPERIAL COLLEGE LONDON   (United Kingdom)

^c UNIVERSITY OF OXFORD   (United Kingdom)

Author keywords

Cointegration; Identification; Monte Carlo; Systems

Indexed keywords

EID: 0036102103     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1889(01)00083-5     Document Type: Article

References (19)

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