Further Developments in the Study of Cointegrated Variables
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Bibliographic InfoArticle provided by Society for Financial Econometrics in its journal Journal of Financial Econometrics.
Volume (Year): 8 (2010)
Issue (Month): 2 (spring)
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Other versions of this item:
- Granger, C.W.J. & Swanson, N., 1995. "Further Developments in the Study of Cointegrated Variables," Papers 4-95-13, Pennsylvania State - Department of Economics.
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- Peter Hans Matthews, 2005.
"Paradise lost and found? The econometric contributions of Clive W. J. Granger and Robert F. Engle,"
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Taylor & Francis Journals, vol. 17(1), pages 1-28.
- 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.
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- Guglielmo Maria Caporale & Davide Ciferri & Alessandro Girardi, 2008. "Are the Baltic Countries Ready to Adopt the Euro? A Generalised Purchasing Power Parity Approach," CESifo Working Paper Series 2359, CESifo Group Munich.
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"A consistent nonparametric test of ergodicity for time series with applications,"
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- Yann Schorderet, 2003. "Asymmetric Cointegration," Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva 2003.01, Institut d'Economie et Econométrie, Université de Genève.
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