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Volumn 59, Issue 4, 1997, Pages 449-463

Separation in cointegrated systems and P-T decompositions

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0040209605     PISSN: 03059049     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-0084.00077     Document Type: Article
Times cited : (22)

References (21)
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  • 5
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    • Causality in the Long-Run
    • Granger, C. W. J. and Lin, J. (1995). 'Causality in the Long-Run', Econometric Theory, Vol. 11, pp. 530-36.
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    • Granger, C.W.J.1    Lin, J.2
  • 6
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    • Further Developments in the Study of Cointegrated Variables
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  • 9
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    • Johansen, S.1
  • 10
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    • Cointegration in Partial Systems and the Efficiency of Single Equation Analysis
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  • 12
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    • Stochastic Perturbation of Dynamical Systems: The Weak Convergence of Measures
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    • Lasota, A.1    MacKey, M.C.2
  • 17
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  • 18
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  • 21
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.