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PRACTITIONERS' CORNER Cointegrated Time Series: A Guide to Estimation and Hypothesis Testing
Author(s) -
Dickey David A.,
Rossana Robert J.
Publication year - 1994
Publication title -
oxford bulletin of economics and statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.131
H-Index - 73
eISSN - 1468-0084
pISSN - 0305-9049
DOI - 10.1111/j.1468-0084.1994.mp56003006.x
Subject(s) - citation , series (stratigraphy) , estimation , econometrics , library science , statistics , computer science , mathematics , economics , management , paleontology , biology