A test of serial independence of deviations from cointegrating relations

Hiroaki Chigira

Economics Letters, 2006, vol. 92, issue 1, 52-57

Date: 2006
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0165-1765(06)00008-5
Full text for ScienceDirect subscribers only

Related works:
Working Paper: A Test of Serial Independence of Deviations from Cointegrating Relations (2005)
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:eee:ecolet:v:92:y:2006:i:1:p:52-57

Access Statistics for this article

Economics Letters is currently edited by Economics Letters Editorial Office

More articles in Economics Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().