Autoregressive distributed lag models and cointegration

Uwe Hassler and Juergen Wolters

AStA Advances in Statistical Analysis, 2006, vol. 90, issue 1, 59-74

Keywords: Error-correction; asymptotically normal inference; cointegration testing. JEL C22; C32 (search for similar items in EconPapers)
Date: 2006
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Chapter: Autoregressive Distributed Lag Models and Cointegration (2006)
Working Paper: Autoregressive distributed lag models and cointegration (2005)
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DOI: 10.1007/s10182-006-0221-5

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