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Separation in Cointegrated Systems

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  • Niels Haldrup

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  • Niels Haldrup, 2010. "Separation in Cointegrated Systems," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 8(2), pages 177-180, spring.
  • Handle: RePEc:oup:jfinec:v:8:y:2010:i:2:p:177-180
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    File URL: http://hdl.handle.net/10.1093/jjfinec/nbq008
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    Cited by:

    1. Alain Hecq & Franz Palm & Jean-Pierre Urbain, 2000. "Testing for Common Cyclical Features in Nonstationary Panel Data Models," CESifo Working Paper Series 248, CESifo Group Munich.
    2. Alain Hecq & Franz Palm & Jean-Pierre Urbain, 2002. "Separation, Weak Exogeneity, And P-T Decomposition In Cointegrated Var Systems With Common Features," Econometric Reviews, Taylor & Francis Journals, vol. 21(3), pages 273-307.

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