An Autoregressive Distributed Lag Modelling Approach to Cointegration Analysis

Mohammad Pesaran and Yongcheol Shin

Cambridge Working Papers in Economics from Faculty of Economics, University of Cambridge

Keywords: COINTEGRATION; REGRESSION ANALYSIS (search for similar items in EconPapers)
Pages: 35 pages
Date: 1995
References: Add references at CitEc
Citations: View citations in EconPapers (357)

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

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:cam:camdae:9514

Access Statistics for this paper

More papers in Cambridge Working Papers in Economics from Faculty of Economics, University of Cambridge
Bibliographic data for series maintained by Jake Dyer ().