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Further Developments in the Study of Cointegrated Variables

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  • Norman R. Swanson

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File URL: http://hdl.handle.net/10.1093/jjfinec/nbq004
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Bibliographic Info

Article provided by Society for Financial Econometrics in its journal Journal of Financial Econometrics.

Volume (Year): 8 (2010)
Issue (Month): 2 (spring)
Pages: 187-190

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Handle: RePEc:oup:jfinec:v:8:y:2010:i:2:p:187-190

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Cited by:
  1. Domowitz, Ian & El-Gamal, Mahmoud A., 2001. "A consistent nonparametric test of ergodicity for time series with applications," Journal of Econometrics, Elsevier, vol. 102(2), pages 365-398, June.
  2. Peter Hans Matthews, 2004. "Paradise Lost and Found? The Econometric Contributions of Clive W.J. Granger and Robert F. Engle," Middlebury College Working Paper Series 0416, Middlebury College, Department of Economics.
  3. Yann Schorderet, 2003. "Asymmetric Cointegration," Research Papers by the Department of Economics, University of Geneva 2003.01, Département des Sciences Économiques, Université de Genève.
  4. Guglielmo Maria Caporale & Davide Ciferri & Alessandro Girardi, 2011. "Are The Baltic Countries Ready To Adopt The Euro? A Generalized Purchasing Power Parity Approach," Manchester School, University of Manchester, vol. 79(3), pages 429-454, 06.

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