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
Pages
3
From page
193
To page
195
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
Serial Year
1996
Journal title
Economics Letters
Record number
434051
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