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


Bibliographic Information

Provider: Federal Reserve Bank of Chicago

Part of Series: Working Paper Series, Macroeconomic Issues

Publication Date: 1991

Number: 91-3