Further Developments in the Study of Cointegrated Variables
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Bibliographic InfoPaper provided by Pennsylvania State - Department of Economics in its series Papers with number 4-95-13.
Length: 20 pages
Date of creation: 1995
Date of revision:
Contact details of provider:
Postal: PENNSYLVANIA STATE UNIVERSITY, DEPARTMENT OF ECONOMICS, UNIVERSITY PARK PENNSYLVANIA 16802 U.S.A.
Web page: http://econ.la.psu.edu/
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Other versions of this item:
- Norman R. Swanson, 2010. "Further Developments in the Study of Cointegrated Variables," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 8(2), pages 187-190, spring.
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- 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.
- 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.
- 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.
- 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.
- 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.
- Yann Schorderet, 2003. "Asymmetric Cointegration," Research Papers by the Department of Economics, University of Geneva 2003.01, Département des Sciences Économiques, Université de Genève.
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