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REGRESSION THEORY FOR NEARLY COINTEGRATED TIME SERIES
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- Journal:
- Econometric Theory / Volume 18 / Issue 6 / December 2002
- Published online by Cambridge University Press:
- 24 September 2002, pp. 1309-1335
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- Article
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13 - Separation in Cointegrated Systems and Persistent-Transitory Decompositions
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- Book:
- Essays in Econometrics
- Published online:
- 06 July 2010
- Print publication:
- 23 July 2001, pp 254-268
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- Chapter
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