Codependence in cointegrated autoregressive models

Journal of Applied Econometrics

Volumn 22, Issue 1, 2007, Pages 137-159

  Schleicher, Christoph ^a,b  

^a BANK OF ENGLAND   (United Kingdom)

^b UNIVERSITY OF BRITISH COLUMBIA   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33947683743     PISSN: 08837252     EISSN: 10991255     Source Type: Journal    
DOI: 10.1002/jae.930     Document Type: Article

References (29)

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