Optimal Inference in Cointegrated Systems

Phillips, P. C. B.

doi:10.2307/2938258

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Optimal Inference in Cointegrated Systems

Author(s): P. C. B. Phillips

Publication date Created: March 1991

Publication date (Print): March 1991

Journal: Econometrica

Publisher: JSTOR

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Title: Econometrica

Abbreviated Title: Econometrica

Publisher: JSTOR

ISSN (Print): 00129682

Publication date Created: March 1991

Publication date (Print): March 1991

Volume: 59

Issue: 2

Page: 283

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DOI: 10.2307/2938258

SO-VID: f9238240-40f0-49fb-9bc2-8e568e06d139

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