Estimating restricted cointegrating vectors

Journal of Business and Economic Statistics

Volumn 18, Issue 1, 2000, Pages 91-99

  Elliott, Graham ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Cointegration; Minimum distance estimation; Nonlinear restrictions

Indexed keywords

EID: 0039176095     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1080/07350015.2000.10524850     Document Type: Article

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