Testing for cointegration when some of the cointegrating vectors are prespecified

Michael T.k. Horvath, Mark W. Watson

Research output: Contribution to journalArticlepeer-review

112 Scopus citations

Fingerprint

Dive into the research topics of 'Testing for cointegration when some of the cointegrating vectors are prespecified'. Together they form a unique fingerprint.

Business & Economics

Social Sciences