✦ LIBER ✦

Multivariate Cointegration Tests and the Law of One Price: A Clarification and Correction

✍ Scribed by Barry K. Goodwin

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A multivariate cointegration test of the

✍ David M Nanang 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 123 KB

Testing for the Price- and Wage-Setting

✍ Alain Hecq; Benoît Mahy 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 595 KB

Multivariate cointegration and causality

✍ Chow, Ying-Foon; Cotsomitis, John A.; Kwan, Andy C. C. 📂 Article 📅 2002 🏛 Taylor and Francis Group 🌐 English ⚖ 191 KB

Aggregate price indexes, cointegration,

✍ Paul A. Johnson 📂 Article 📅 1991 🏛 Elsevier Science 🌐 English ⚖ 386 KB

An econometric test of Wagner's law for

✍ Chang, Tsangyao 📂 Article 📅 2002 🏛 Taylor and Francis Group 🌐 English ⚖ 243 KB

A model of fractional cointegration, and

✍ James Davidson 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 228 KB