The Role of the Constant and Linear Terms in Cointegration Analysis of Nonstationary Variables
Research output: Contribution to journal › Journal article › Research › peer-review
Matematisk Statistik
| Original language | English |
|---|---|
| Journal | Econometric Reviews |
| Volume | 13 |
| Issue number | 2 |
| Pages (from-to) | 205-229 |
| ISSN | 0747-4938 |
| Publication status | Published - 1994 |
ID: 265542