Archivo Abierto Institucional de la Universidad Carlos III de Madrid: Dimensionality effect in cointegration analysis

	Home

Browse
	Scientific Research
	Academic thesis
	Journals
	Digital collections
	Institutional Documentation
	Issue Date
	Author
	Title
	Subject

Login:
	My E-Archivo authorized users

	Help and guides
	Feedback

Please use this identifier to cite or link to this item: http://hdl.handle.net/10016/3564

Google™ Scholar. Others By: Gonzalo, Jesús - Pitarakis, Jean-Yves

Files in This Item:

There are no files associated with this item.

Title:	Dimensionality effect in cointegration analysis
Author(s):	Gonzalo, Jesús [jgonzalo] Pitarakis, Jean-Yves
Publisher:	Oxford University Press
Issued date:	1999
Citation:	R. Engle, H. White (eds). Cointegration, Causality and Forecasting. A Festschrift in Honour of Clive W.J. Granger. Oxford: Oxford University Press, 1999, p. 212-229
URI:	http://hdl.handle.net/10016/3564
ISBN:	0198296835
Appears in Collections:	DE - Capítulos de Monografías Economists Online