Estimation and inference in nearly unbalanced nearly cointegrated systems

Serena Ng () and Pierre Perron

Journal of Econometrics, 1997, vol. 79, issue 1, 53-81

Date: 1997
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Related works:
Working Paper: Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems (1995)
Working Paper: Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems (1995)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:79:y:1997:i:1:p:53-81

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