Working Paper
A simple estimator of cointegrating vectors in higher order integrated systems
Keywords: Money theory; Vector autoregression;
Status: Published in Econometrica, July 1993, v. 61, iss. 4, pp. 783-820
Authors
Bibliographic Information
Provider: Federal Reserve Bank of Chicago
Part of Series: Working Paper Series, Macroeconomic Issues
Publication Date: 1991
Number: 91-3