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Applied Economics Letters Volume 11, 2004 - Issue 12
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Original Articles

Estimating cointegrating vectors using near unit root variables

Aaron D. Smallwood *
&
Stefan C. Norrbin Florida State University
Pages 781-784 | Published online: 16 Aug 2006

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Read on this site (2)

Stefan C. Norrbin & Aaron D. Smallwood. (2010) Generalized long memory and mean reversion of the real exchange rate. Applied Economics 42:11, pages 1377-1386.
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Niko Gobbin & Glenn Rayp. (2008) Different ways of looking at old issues: a time-series approach to inequality and growth. Applied Economics 40:7, pages 885-895.
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Articles from other publishers (3)

Heni Boubaker, Mouna Ben Saad Zorgati & Nawres Bannour. (2021) Interdependence between exchange rates: Evidence from multivariate analysis since the financial crisis to the COVID-19 crisis. Economic Analysis and Policy 71, pages 592-608.
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Erik Hjalmarsson & Pär Österholm. (2009) Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies. Empirical Economics 39:1, pages 51-76.
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M. Shahe Emran, Forhad Shilpi & M. Imam Alam. (2007) Economic liberalization and price response of aggregate private investment: time series evidence from India. Canadian Journal of Economics/Revue canadienne d'économique 40:3, pages 914-934.
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