Testing for cointegration when some of the cointegrating vectors are known /
by Michael T.K. Horvath and Mark W. Watson

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Main Author
Horvath, Michael T. K
Language(s)
English
Published
[Chicago, Ill.] : Federal Reserve Bank of Chicago, 1993
Subjects
Econometric models
Time-series analysis > Econometric models
Note
"First draft: October 5, 1993; This draft: December 6, 1993"--t.p.; "December 1993"--cover
Physical Description
31 pages, 8 unnumbered pages, 7 pages : illustrations ; 28 cm
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