Subject
Applied Mathematics,Economics and Econometrics
Reference24 articles.
1. Heteroskedasticity and autocorrelation consistent covariance matrix estimation;Andrews;Econometrica,1991
2. Co-integration and error-correction: Representation, estimation and testing;Engle;Econometrica,1987
3. Forecasting and testing in co-integrated systems;Engle;Journal of Econometrics,1987
4. Introduction to statistical time series;Fuller,1976
5. Multicointegration;Granger;Advances in Econometrics,1990
Cited by
125 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献