A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems is one of 9,000 studies in the ScholarPulse dataset. Key details — Authors: James H. Stock, Mark W. Watson; Journal / source: Econometrica; Year: 1993.
| Authors | James H. Stock, Mark W. Watson |
|---|---|
| Journal / source | Econometrica |
| Year | 1993 |
| Field | Monetary Policy and Economic Impact |
| Times cited | 4904 |
| Type | article |
| DOI / link | https://doi.org/10.2307/2951763 |