Cointegration in Systems of Equations

Mills, Terence C.

doi:10.1057/9781137525338_9

Terence C. Mills²

Part of the book series: Palgrave Texts in Econometrics ((PTEC))

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School of Business and Economics, Loughborough University, UK
Terence C. Mills (Professor of Applied Statistics and Econometrics)

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Terence C. Mills
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Mills, T.C. (2015). Cointegration in Systems of Equations. In: Time Series Econometrics. Palgrave Texts in Econometrics. Palgrave Macmillan, London. https://doi.org/10.1057/9781137525338_9

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DOI: https://doi.org/10.1057/9781137525338_9
Publisher Name: Palgrave Macmillan, London
Print ISBN: 978-1-349-57909-9
Online ISBN: 978-1-137-52533-8
eBook Packages: Palgrave Economics & Finance CollectionEconomics and Finance (R0)

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