A simple estimator of cointegrating vectors in higher order integrated systems

James Stock and Mark Watson

No 91-3, Working Paper Series, Macroeconomic Issues from Federal Reserve Bank of Chicago

Keywords: Money theory; Vector autoregression (search for similar items in EconPapers)
Date: 1991
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Published in Econometrica, July 1993, v. 61, iss. 4, pp. 783-820

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Journal Article: A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)
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