A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems
收藏NBER1989-12-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/t0083
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资源简介：
An MLE of the unknown parameters of co integrating vectors is presented for systems in which some variables exhibit higher orders of integration, in which there might be deterministic components, and in which the co integrating vector itself might involve variables of differing orders of integration
提供机构：
美国国家经济研究局
创建时间：
1989-12-01
