Keywords
CointegrationBivariate analysisMathematicsNormalization (sociology)Monte Carlo methodResidualUnit rootEconometricsStatisticsLeast-squares function approximationInferenceSeries (stratigraphy)Applied mathematicsComputer scienceAlgorithm
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Publication Info
- Year
- 1997
- Type
- article
- Volume
- 79
- Issue
- 1
- Pages
- 53-81
- Citations
- 70
- Access
- Closed
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Cite This
Serena Ng,
Pierre Perrón
(1997).
Estimation and inference in nearly unbalanced nearly cointegrated systems.
Journal of Econometrics
, 79
(1)
, 53-81.
https://doi.org/10.1016/s0304-4076(97)00007-9
Identifiers
- DOI
- 10.1016/s0304-4076(97)00007-9