Cointegration and speed of convergence to equilibrium

Mohammad Pesaran and Yongcheol Shin

Journal of Econometrics, 1996, vol. 71, issue 1-2, 117-143

Date: 1996
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Working Paper: Cointegration and Speed of Convergence to Equilibrium (1993)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:71:y:1996:i:1-2:p:117-143

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