COINTEGRATION AND UNIT ROOTS
作者： Juan J. Dolado , Tim Jenkinson , Simon Sosvilla-Rivero
DOI: 10.1111/J.1467-6419.1990.TB00088.X
关键词:
摘要: This paper provides an updated survey of a burgeoning literature on testing, estimation and model specification in the presence integrated variables. Integrated variables are specific class non-stationary which seem to characterise faithfully properties many macroeconomic time series. The analysis cointegration develops out existence unit roots offers generic route test validity equilibrium predictions economic theories. Special emphasis is put empirical researcher's point view.
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