ERRORS-IN-VARIABLES AND COINTEGRATION

Authors
SOLO V
Citation
V. Solo, ERRORS-IN-VARIABLES AND COINTEGRATION, Econometric theory, 11(1), 1995, pp. 60-80
Citations number
14
Categorie Soggetti
Economics,"Social Sciences, Mathematical Methods
Journal title
Econometric theory → ACNP
ISSN journal
02664666
Volume
11
Issue
1
Year of publication
1995
Pages
60 - 80
Database
ISI
SICI code
0266-4666(1995)11:1<60:EAC>2.0.ZU;2-P
Abstract
In this article it is shown how the cointegration or joint trending be havior of economic time series helps to alleviate the errors in variab les problem.