Recent Advances in Cointegration Analysis

DOI10.1016/S0573-8555(04)69005-5zbMath1284.91450OpenAlexW2159026179MaRDI QIDQ5292183

Helmut Lütkepohl

Publication date: 19 June 2007

Published in: Contributions to Economic Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0573-8555(04)69005-5

zbMATH Keywords

cointegrationvector error correction modelGerman monetary system

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Statistical methods; economic indices and measures (91B82)

Related Items (1)

Estimation of vector error correction models with mixed-frequency data

Uses Software

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