Spurious Multicointegration

Francesc Marmol

UFAE and IAE Working Papers from Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC)

Keywords: TIME SERIES; LINEAR MODELS (search for similar items in EconPapers)
JEL-codes: C19 C22 C29 C32 (search for similar items in EconPapers)
Pages: 21 pages
Date: 1995
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Persistent link: https://EconPapers.repec.org/RePEc:aub:autbar:302.95

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