On the Robustness of Cointegration Methods when Regressors Almost Have Unit Roots
Year of publication: |
1998
|
---|---|
Authors: | Elliott, Graham |
Published in: |
Econometrica. - Econometric Society. - Vol. 66.1998, 1, p. 149-158
|
Publisher: |
Econometric Society |
Saved in:
Saved in favorites
Similar items by person
-
Estimation and testing of forecast rationality under flexible loss
Elliott, Graham, (2005)
-
Inference in time series regression when the order of integration of a regressor is unknown
Elliott, Graham, (1992)
-
Option prices and implied volatilities : an empirical analysis
Edey, Malcolm L., (1989)
- More ...