A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems

James H. Stock; Mark W. Watson

doi:10.2307/2951763

journal article Jul 01, 1993

A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems

James H. Stock Mark W. Watson

Econometrica Vol. 61 No. 4 pp. 783 · JSTOR

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Published: Jul 01, 1993
Vol/Issue: 61(4)
Pages: 783

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James H. Stock, Mark W. Watson (1993). A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems. Econometrica, 61(4), 783. https://doi.org/10.2307/2951763

A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems

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