The selection of zero-non-zero patterned cointegrating vectors in error-correction modelling

Econometric Reviews

Volumn 16, Issue 3, 1997, Pages 281-314

  Jammie, H Penm ^a   Jack, H W Penm ^a   Terrell, R D ^a  

^a AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

Author keywords

Cointegration; Vector error correction modelling

Indexed keywords

EID: 85016654282     PISSN: 07474938     EISSN: 15324168     Source Type: Journal    
DOI: 10.1080/07474939708800388     Document Type: Article

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