A simple estimator of cointegrating vectors in higher integrated systems /
James H. Stock and Mark W. Watson
APA Citation
Stock, J. H., Watson, M. W. (1991). A simple estimator of cointegrating vectors in higher integrated systems. [Chicago]: Federal Reserve Bank of Chicago.
MLA Citation
Stock, James H, and Mark W Watson. A Simple Estimator of Cointegrating Vectors In Higher Integrated Systems. [Chicago]: Federal Reserve Bank of Chicago, 1991.
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