Unit root and cointegrating limit theory when initialization is in the infinite past

Econometric Theory

Volumn 25, Issue 6, 2009, Pages 1682-1715

  Phillips, Peter C B ^a   Magdalinos, Tassos ^b  

^a YALE UNIVERSITY   (United States)

^b UNIVERSITY OF NOTTINGHAM   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 74049099499     PISSN: 02664666     EISSN: 14694360     Source Type: Journal    
DOI: 10.1017/S0266466609990296     Document Type: Article

References (28)

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