Work

How to deal with intercept and trend in practical cointegration analysis?

Year: 2001

Type: article

Source: Applied Economics

DOI: 10.1080/00036840121713

Author: Philip Hans Franses

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1966682610

FWCI: 12.01

Cites: 11

Cited by: 55

Related to: 10