Chapter: 11 - An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis

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Home > Econometrics and Economic Theory in the 20th Century: The Ragnar Frisch Centennial Symposium > 11 - An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis

Econometrics and Economic Theory in the 20th Century: The Ragnar Frisch Centennial Symposium |

Steinar Strøm

Cambridge University Press

Econometrics and Economic Theory in the 20th Century: The Ragnar Frisch Centennial Symposium

11 - An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis

Chapter Info

Authors

M. Hashem Pesaran; Yongcheol Shin

ARI Id

1664034917417_9846237

Access

Not Available Free

Pages

371-413

Chapter URL

https://www.cambridge.org/core/books/econometrics-and-economic-theory-in-the-20th-century/an-autoregressive-distributedlag-modelling-approach-to-cointegration-analysis/0A3624D5C624BED6E2A963190403653A

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