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Further Developments in the Study of Cointegrated Variables

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Author Info
Granger, C.W.J.
Swanson, N.

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Abstract

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Publisher Info
Paper provided by Pennsylvania State - Department of Economics in its series Papers with number 4-95-13.

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Length: 20 pages
Date of creation: 1995
Date of revision:
Handle: RePEc:fth:pensta:4-95-13

Contact details of provider:
Postal: PENNSYLVANIA STATE UNIVERSITY, DEPARTMENT OF ECONOMICS, UNIVERSITY PARK PENNSYLVANIA 16802 U.S.A.
Phone: (814)865-1456
Fax: (814)863-4775
Web page: http://econ.la.psu.edu/
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Related research
Keywords: ECONOMETRICS; REGRESSION ANALYSIS;

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  1. repec:att:wimass:199716 is not listed on IDEAS
  2. Guglielmo Maria Caporale & Davide Ciferri & Alessandro Girardi, 2008. "Are the Baltic Countries Ready to Adopt the Euro? A Generalised Purchasing Power Parity Approach," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
  3. Peter Hans Matthews, 2004. "Paradise Lost and Found? The Econometric Contributions of Clive W.J. Granger and Robert F. Engle," Middlebury College Working Paper Series 0416, Middlebury College, Department of Economics. [Downloadable!]
    Other versions:
  4. Yann Schorderet, 2003. "Asymmetric Cointegration," Cahiers du Département d'Econométrie 2003.01, Département d'Econométrie, Université de Genève. [Downloadable!]
Statistics
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This page was last updated on 2009-10-24.


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