On the identification of cointegrated systems in small samples: a modelling strategy with an application to UK wages and prices
| Year of publication: |
2002
|
|---|---|
| Authors: | Greenslade, Jennifer V. ; Hall, Stephen G. ; Henry, S. G. Brian |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 26.2002, 9-10, p. 1517-1537
|
| Publisher: |
Elsevier |