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Multivariate Cointegration Tests and the Law of one Price: A Clarification and Correction
Author(s) -
Goodwin Barry K.
Publication year - 1992
Publication title -
applied economic perspectives and policy
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.4
H-Index - 49
eISSN - 2040-5804
pISSN - 2040-5790
DOI - 10.2307/1349513
Subject(s) - cointegration , multivariate statistics , economics , econometrics , multivariate analysis , financial economics , statistics , mathematics