The Role of the Constant and Linear Terms in Cointegration Analysis of Nonstationary Variables
Research output: Contribution to journal › Journal article › Research › peer-review
Matematisk Statistik
Original language | English |
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Journal | Econometric Reviews |
Volume | 13 |
Issue number | 2 |
Pages (from-to) | 205-229 |
ISSN | 0747-4938 |
Publication status | Published - 1994 |
ID: 265542