Estimation and inference in nearly unbalanced nearly cointegrated systems

Journal of Econometrics

Volumn 79, Issue 1, 1997, Pages 53-81

  Ng, Serena ^a,b   Perron, Pierre ^a  

^a BOSTON COLLEGE   (United States)

^b UNIVERSITÉ DE MONTRÉAL   (Canada)

Author keywords

Cointegration; Normalization; Spectral density function at frequency zero; Unit root

Indexed keywords

EID: 30244540917     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(97)00007-9     Document Type: Article

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