Testing for multicointegration
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 56 (1997)
Issue (Month): 3 (November)
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Web page: http://www.elsevier.com/locate/ecolet
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- Siliverstovs, Boriss & Engsted, Tom & Haldrup, Niels, 2002. "Long-Run Forecasting in Multicointegrated Systems," Finance Working Papers 02-14, University of Aarhus, Aarhus School of Business, Department of Business Studies.
- Alberto Bagnai, 2006. "Structural breaks and the twin deficits hypothesis," International Economics and Economic Policy, Springer, vol. 3(2), pages 137-155, November.
- Camarero, Mariam & Carrion-i-Silvestre, Josep Lluís & Tamarit, Cecilio, 2013.
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Oxford Bulletin of Economics and Statistics,
Department of Economics, University of Oxford, vol. 68(s1), pages 721-739, December.
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"Between cointegration and multicointegration: Modelling time series dynamics by cumulative error correction models,"
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- Marcus Scheiblecker, 2012. "Between Cointegration and Multicointegration. Modelling Time Series Dynamics by Cumulative Error Correction Models," WIFO Working Papers 431, WIFO.
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- Escario, Regina & Gadea, María Dolores & Sabaté, Marcela, 2012. "Multicointegration, seigniorage and fiscal sustainability. Spain 1857–2000," Journal of Policy Modeling, Elsevier, vol. 34(2), pages 270-283.
- Marcus Scheiblecker, 2012. "Modelling Short-run Money Demand for the USA," WIFO Working Papers 442, WIFO.
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