Modelling multivariate cointegrated systems: Insights from non-linear dynamics

Pinder, Jonathan P., Shoesmith, Gary L. . Journal of Forecasting 1995. 14 :311-324

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Bibtex

@article{CIS-126902,
  Author = {Pinder, Jonathan P. and Shoesmith, Gary L.},
  Title = {Modelling multivariate cointegrated systems: Insights from non-linear dynamics},
  Journal = {Journal of Forecasting},
  Volume = {14},
  Year = {1995},
  Pages = {311--324},
  Keywords = {Vector autoregression}
}

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