Seemingly Unrelated Canonical Cointegrating Regressions
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Bibliographic InfoPaper provided by University of Rochester - Center for Economic Research (RCER) in its series RCER Working Papers with number 280.
Length: 37 pages
Date of creation: 1991
Date of revision:
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Postal: University of Rochester, Center for Economic Research, Department of Economics, Harkness 231 Rochester, New York 14627 U.S.A.
econometrics ; economic models ; statistics;
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2000-03, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
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