Monday, June 26, 2017

Recent Developments in Cointegration

Recently, I posted about a special issue of the journal, Econometrics, devoted to "Unit Roots and Structural Breaks".

Another recent special issue of that journal will be of equal interest to readers of this blog. Katerina Juselius has guest- edited an issue titles, "Recent Developments in Cointegration". The papers published so far in this issue are, of course, open-access. Check them out!

© 2017, David E. Giles

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