Work

Unit Roots and Cointegration

Year: 2019

Type: book-chapter

Source: Advanced studies in theoretical and applied econometrics

DOI: 10.1007/978-3-030-31150-6_17

Authors: Stephan Smeekes, Etienne Wijler

Institution: Maastricht University

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: green

Funder: Nederlandse Organisatie voor Wetenschappelijk Onderzoek

Award: Inference for High-Dimensional Econometric Time Series

OpenAlex ID: W4288019458

FWCI: 30.24

Cites: 72

Cited by: 27

Related to: 10