Further Developments in the Study of Cointegrated Variables

被引：1

作者：

Swanson, Norman R. ^{[1
]}

机构：

[1] Rutgers State Univ, Dept Econ, New Brunswick, NJ 08901 USA

来源：

关键词：

SERIES;

D O I：

10.1093/jjfinec/nbq004

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：187 / 190

页数：4

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[1]

[Anonymous], STUDIES ECONOMETRICS

[2]

[Anonymous], J BUS ECON STAT

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[4]

Ghysels E, 2001, ESSAYS ECONOMETRICS, VII

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[6]

GRANGER CWJ, 1991, OXFORD B ECON STAT, V53, P11

[7] DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES [J].

GRANGER, CWJ .

GRANGER, CWJ .

[9]

Granger CWJ., 1991, J TIME SER ANAL, V12, P207, DOI 10.1111/j.1467-9892.1991.tb00078.x

[10] A COINTEGRATION ANALYSIS OF TREASURY BILL YIELDS [J].

HALL, AD ;

ANDERSON, HM ;

GRANGER, CWJ .