Journal article icon

Journal article

Cointegration and Unit Roots: A Survey

Abstract:

This paper provides an updated survey of a burgeoning literature on testing, estimation and model specification in the presence of integrated variables. Integrated variables are a specific class of non-stationary variables which seem to characterise faithfully the properties of many macroeconomic time series. The analysis of cointegration develops out of the existence of unit roots and offers a generic route to test the validity of the equilibrium predictions of economic theories. Special emp...

Expand abstract

Actions


Authors


Publication date:
1990-01-01
URN:
uuid:0048ef25-679b-4790-9289-cf3fd6152631
Local pid:
oai:eureka.sbs.ox.ac.uk:1392

Terms of use


Metrics


Views and Downloads






If you are the owner of this record, you can report an update to it here: Report update to this record

TO TOP