A case study of the residual-based cointegration procedure.
Biondini, Riccardo ; Lin, Yan-Xia ; McCrae, Michael
Journal of Applied Mathematics and Decision Sciences, Tome 7 (2003), p. 29-48 / Harvested from The Electronic Library of Mathematics
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Publié le : 2003-01-01
DOI : https://doi.org/10.1155/S1173912603000038
EUDML-ID : urn:eudml:doc:124877 
@article{02069806,
     title = {A case study of the residual-based cointegration procedure.},
     journal = {Journal of Applied Mathematics and Decision Sciences},
     volume = {7},
     year = {2003},
     pages = {29-48},
     doi = {10.1155/S1173912603000038},
     zbl = {1066.91077},
     language = {en},
     url = {http://dml.mathdoc.fr/item/02069806}
}

Biondini, Riccardo; Lin, Yan-Xia; McCrae, Michael. A case study of the residual-based cointegration procedure.. Journal of Applied Mathematics and Decision Sciences, Tome 7 (2003) pp. 29-48. doi : 10.1155/S1173912603000038. http://gdmltest.u-ga.fr/item/02069806/