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Polynomial cointegration estimation and test

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Author Info
Gregoir, Stephane
Laroque, Guy

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File URL: http://www.sciencedirect.com/science/article/B6VC0-4582GY2-27/2/9b195f2cf3d7b1e18d24027cb580cf27
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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 63 (1994)
Issue (Month): 1 (July)
Pages: 183-214
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Handle: RePEc:eee:econom:v:63:y:1994:i:1:p:183-214

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Web page: http://www.elsevier.com/locate/jeconom

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  1. Dietmar Bauer & Martin Wagner, 2003. "On Polynomial Cointegration in the State Space Framework," Diskussionsschriften dp0313, Universitaet Bern, Departement Volkswirtschaft. [Downloadable!]
  2. Luca Fanelli & Emanuele Bacchiocchi, 2005. "Testing the purchasing power parity through I(2) cointegration techniques," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(6), pages 749-770. [Downloadable!]
  3. Helmut Luetkepohl, 2004. "Forecasting with VARMA Models," Economics Working Papers ECO2004/25, European University Institute. [Downloadable!]
    Other versions:
  4. Anindya Banerjee & Bill Russell, 2000. "The Relationship Between the Markup and Inflation in the G7 Plus One Economies," Econometric Society World Congress 2000 Contributed Papers 0242, Econometric Society. [Downloadable!]
  5. Anindya Banerjee & Lynne Cockerell & Bill Russell, 2001. "An I(2) analysis of inflation and the markup," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 221-240. [Downloadable!]
  6. Dietmar Bauer & Martin Wagner, 2003. "A Canonical Form for Unit Root Processes in the State Space Framework," Diskussionsschriften dp0312, Universitaet Bern, Departement Volkswirtschaft. [Downloadable!]
    Other versions:
  7. Anindya BANERJEE & Paul MIZEN, 2003. "A Re-interpretation of the Linear-Quadratic Model When Inventories and Sales are Polynomially Cointegrated," Economics Working Papers ECO2003/11, European University Institute. [Downloadable!]
    Other versions:
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