Cointegration and Error Correction Mechanisms

Svend Hylleberg · Grayham E. Mizon

177 citations0/0 files storedThe Economic Journal

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Abstract

Svend Hylleberg, Grayham E. Mizon; Cointegration and Error Correction Mechanisms, The Economic Journal, Volume 99, Issue 395, 1 April 1989, Pages 113–125, https

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1977Time Series Analysis: Forecasting and Control 1988Statistical analysis of cointegration vectors 1990Inference in Linear Time Series Models with some Unit Roots 1988Trends and random walks in macroeconomic time series 1988Testing for Common Trends 2000Forecasting Economic Time Series 1978Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom

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