Some thoughts on the development of cointegration
This paper describes how the notion of cointegration came about, and discusses some generalizations to indicate where the topic may go next. In particular, some issues in the analysis of possibly cointegrated quantile time series are discussed.
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Giuseppe Cavaliere, 2003.
"Limited time series with a unit root,"
Quaderni di Dipartimento
1, Department of Statistics, University of Bologna.
- Koenker,Roger, 2005.
Cambridge University Press, number 9780521608275, December.
When requesting a correction, please mention this item's handle: RePEc:eee:econom:v:158:y:2010:i:1:p:3-6. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu)
If references are entirely missing, you can add them using this form.