Testing for Cointegration When Some of the Contributing Vectors are Known
收藏NBER1994-12-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/t0171
下载链接
链接失效反馈官方服务：
资源简介：
Many economic models imply that ratios, simple differences, or `spreads' of variables are I(0). In these models, cointegrating vectors are composed of 1's, 0's and -1's, and contain no unknown parameters. In this paper we develop tests for cointegration that can be applied when some of the
提供机构：
美国国家经济研究局
创建时间：
1994-12-01
