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Nonstationary time series and cointegration
Author(s) -
Phillips Peter C. B.
Publication year - 1995
Publication title -
journal of applied econometrics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 2.878
H-Index - 99
eISSN - 1099-1255
pISSN - 0883-7252
DOI - 10.1002/jae.3950100109
Subject(s) - cointegration , autoregressive model , econometrics , unit root , mathematical economics , economics , mathematics