Title of article :
An enlarged definition of cointegration
Author/Authors :
Renato G. Flores Jr.، نويسنده , , Renato G.; Szafarz، نويسنده , , Ariane ، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1996
Abstract :
A broader definition of cointegration is presented, allowing for different orders in the original process. As a result, different cointegration vectors may be generated from a given one. However, if the cointegrated process is stationary, then the standard ideas and methods may still apply.
Keywords :
Cointegration , Multivariate process , Integration order
Journal title :
Economics Letters
Journal title :
Economics Letters
