Multicointegration under measurement errors
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 96 (2007)
Issue (Month): 1 (July)
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Web page: http://www.elsevier.com/locate/ecolet
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.:
- Peter C.B. Phillips, 1985.
"Understanding Spurious Regressions in Econometrics,"
Cowles Foundation Discussion Papers
757, Cowles Foundation for Research in Economics, Yale University.
- Phillips, P.C.B., 1986. "Understanding spurious regressions in econometrics," Journal of Econometrics, Elsevier, vol. 33(3), pages 311-340, December.
- Engsted, Tom & Gonzalo, Jesus & Haldrup, Niels, 1997.
"Testing for multicointegration,"
Elsevier, vol. 56(3), pages 259-266, November.
- Engsted, Tom & Gonzalo, Jesús & Haldrup, Niels, . "Testing for multicointegration," Open Access publications from Universidad Carlos III de Madrid info:hdl:10016/750, Universidad Carlos III de Madrid.
- repec:aah:aarhec:1997-1 is not listed on IDEAS
- Uwe Hassler, 2001. "Wealth and Consumption - A Multicointegrated Model for the Unified Germany," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 221(1), pages 32-44.
- Johansen, Søren, 1992. "A Representation of Vector Autoregressive Processes Integrated of Order 2," Econometric Theory, Cambridge University Press, vol. 8(02), pages 188-202, June.
- repec:aah:aarhec:1997-18 is not listed on IDEAS
- Lee, Tae-Hwy, 1996. "Stock Adjustment for Multicointegrated Series," Empirical Economics, Springer, vol. 21(4), pages 633-39.
- Granger, C W J & Lee, T H, 1989. "Investigation of Production, Sales and Inventory Relationships Using Multicointegration and Non-symmetric Error Correction Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 4(S), pages S145-59, Supplemen.
- Haldrup, Neils, 1998. " An Econometric Analysis of I(2) Variables," Journal of Economic Surveys, Wiley Blackwell, vol. 12(5), pages 595-650, December.
- Granger, C. W. J. & Newbold, P., 1974. "Spurious regressions in econometrics," Journal of Econometrics, Elsevier, vol. 2(2), pages 111-120, July.
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