Recent Advances in Cointegration Analysis

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

Helmut Lütkepohl

Publication date: 19 June 2007

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

zbMATH Keywords

cointegration; vector error correction model; German monetary system

Mathematics Subject Classification ID

91B64: Macroeconomic theory (monetary models, models of taxation)

91B82: Statistical methods; economic indices and measures

Uses Software

• JMulTi