The Chow-Lin method using dynamic models

Economic Modelling

Volumn 18, Issue 2, 2001, Pages 269-280

  Santos Silva, J M C ^a   Cardoso, F N ^b  

^a UNIVERSITY OF LISBON   (Portugal)

^b STATISTICS PORTUGAL   (Portugal)

Author keywords

C53; Cointegrated series; Disaggregation methods; Initial conditions; Klein's transformation

Indexed keywords

EID: 0042326311     PISSN: 02649993     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0264-9993(00)00039-0     Document Type: Article

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