This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Cointegration and Unit Roots

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Dolado, Juan J
Jenkinson, Tim
Sosvilla-Rivero, Simon

Additional information is available for the following registered author(s):

Abstract

This paper provides an updated survey of a burgeoning literature in testing, estimation and model specification in the presence of integrated variables. Integrated variables are a specific class of non-stationary variables which seem to characterize faithfully the properties of many macroeconomic tie seris. The analysis of cointegration develops out of the esxistence of unit roots and offers a generic route to test the validity of the equilibrium predictions of economic theories. Special emphasis is put on the empirical researcher's point of view. Copyright 1990 by Blackwell Publishers Ltd

Download Info
To our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.

Publisher Info
Article provided by Blackwell Publishing in its journal Journal of Economic Surveys.

Volume (Year): 4 (1990)
Issue (Month): 3 ()
Pages: 249-73
Download reference. The following formats are available: HTML, plain text, BibTeX, RIS (EndNote), ReDIF
Handle: RePEc:bla:jecsur:v:4:y:1990:i:3:p:249-73

Contact details of provider:
Web page: http://www.blackwellpublishing.com/journal.asp?ref=0950-0804

Order Information:
Web: http://www.blackwellpublishing.com/subs.asp?ref=0950-0804

For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).

Related research
Keywords:

Other versions of this item:

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)
This item has more than 25 citations. To prevent cluttering this page, these citations are listed on a separate page.
Statistics
Access and download statistics

Did you know? Over 800 institutions contribute their bibliographic data directly to this service.

This page was last updated on 2008-7-15.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.