Econometrica

Journal Of The Econometric Society

An International Society for the Advancement of Economic
Theory in its Relation to Statistics and Mathematics

Edited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262

Econometrica: Jan, 1998, Volume 66, Issue 1

Notes and Comments: On the Robustness of Cointegration Methods When Regressors Almost Have Unit Roots

https://www.jstor.org/stable/2998544
p. 149-158

Graham Elliott


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