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Recent Developments in Cointegration

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  • Katarina Juselius

    (Department of Economics, University of Copenhagen, DK-1353 Copenhagen, Denmark)

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  • Katarina Juselius, 2017. "Recent Developments in Cointegration," Econometrics, MDPI, vol. 6(1), pages 1-5, December.
    • Handle: RePEc:gam:jecnmx:v:6:y:2017:i:1:p:1-:d:124889
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    References listed on IDEAS

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    1. Hoover, Kevin & Juselius, Katarina, 2015. "Trygve Haavelmo’S Experimental Methodology And Scenario Analysis In A Cointegrated Vector Autoregression," Econometric Theory, Cambridge University Press, vol. 31(2), pages 249-274, April.
    2. McCloskey, Adam, 2017. "Bonferroni-based size-correction for nonstandard testing problems," Journal of Econometrics, Elsevier, vol. 200(1), pages 17-35.
    3. Juselius, Katarina, 2006. "The Cointegrated VAR Model: Methodology and Applications," OUP Catalogue, Oxford University Press, number 9780199285679.
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    Cited by:

    1. Gričar Sergej & Baldigara Tea, 2019. "An explorative study of tourism time series: Evidence from Slovenia and Croatia," Croatian Review of Economic, Business and Social Statistics, Sciendo, vol. 5(2), pages 101-116, December.
    2. Omojolaibi Joseph Ayoola & Popogbe Oluwaseyi Omowunmi, 2018. "Financial Inclusion and Investment in Nigeria," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 32-42, December.
    3. Katarina Juselius, 2021. "Searching for a Theory That Fits the Data: A Personal Research Odyssey," Econometrics, MDPI, vol. 9(1), pages 1-27, February.

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