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
Pages371-413
Number of pages43
Publication statusPublished - 1999

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