An Autoregressive Distributed Lag Modelling Approach to Cointegration Analysis

Yongcheol Shin, M. Hashem Pesaran

Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)

Original languageEnglish
Title of host publicationEconometrics and Economic Theory in the 20th century
Subtitle of host publicationThe Ragnar Frish Centennial Symposium
EditorsSteinar Strom
Place of PublicationCambridge
PublisherCambridge University Press
Number of pages43
Publication statusPublished - 1999

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