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Interpreting cointegrating vectors and common stochastic trends

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Author Info
Wickens, Michael R.

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File URL: http://www.sciencedirect.com/science/article/B6VC0-3VWT1WB-K/2/1258b71bb0c3d3e0a4db1e9066e9cc44
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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 74 (1996)
Issue (Month): 2 (October)
Pages: 255-271
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Handle: RePEc:eee:econom:v:74:y:1996:i:2:p:255-271

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

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  5. Michael R. Wickens & Roberto Motto, 2001. "Estimating shocks and impulse response functions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 371-387. [Downloadable!]
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  19. Polito, Vito & Wickens, Michael R, 2008. "Optimal Monetary Policy using a VAR," CEPR Discussion Papers 6957, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  21. J. Horowitz, . "Bootstrap Critical Values For Tests Based On The Smoothed Maximum Score Estimator," Sonderforschungsbereich 373 1996-44, Humboldt Universitaet Berlin.
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