EconPapers    
Economics at your fingertips  
 

INSTRUMENTAL VARIABLE INTERPRETATION OF COINTEGRATION WITH INFERENCE RESULTS FOR FRACTIONAL COINTEGRATION

Francesc Marmol, Alvaro Escribano () and Felipe M. Aparicio

Econometric Theory, 2002, vol. 18, issue 03, 646-672

Date: 2002
References: Add references at CitEc
Citations: View citations in EconPapers (5) Track citations by RSS feed

Downloads: (external link)
https://journals.cambridge.org/abstract_S0266466602183046 link to article abstract page (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:cup:etheor:v:18:y:2002:i:03:p:646-672_18

Access Statistics for this article

More articles in Econometric Theory from Cambridge University Press Cambridge University Press, UPH, Shaftesbury Road, Cambridge CB2 8BS UK.
Bibliographic data for series maintained by Keith Waters ().

 
Page updated 2019-09-23
Handle: RePEc:cup:etheor:v:18:y:2002:i:03:p:646-672_18