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Further Developments in the Study of Cointegrated Variables

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Author Info

  • Granger, C.W.J.
  • Swanson, N.

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Bibliographic Info

Paper provided by Pennsylvania State - Department of Economics in its series Papers with number 4-95-13.

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Length: 20 pages
Date of creation: 1995
Date of revision:
Handle: RePEc:fth:pensta:4-95-13

Contact details of provider:
Postal: PENNSYLVANIA STATE UNIVERSITY, DEPARTMENT OF ECONOMICS, UNIVERSITY PARK PENNSYLVANIA 16802 U.S.A.
Phone: (814)865-1456
Fax: (814)863-4775
Web page: http://econ.la.psu.edu/
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Related research

Keywords: ECONOMETRICS; REGRESSION ANALYSIS;

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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. 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.
  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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