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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. Peter Hans Matthews, 2005. "Paradise lost and found? The econometric contributions of Clive W. J. Granger and Robert F. Engle," Review of Political Economy, Taylor & Francis Journals, vol. 17(1), pages 1-28.
  2. repec:att:wimass:9716 is not listed on IDEAS
  3. 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.
  4. 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.
  5. 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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