Powered by OpenAIRE graph
Found an issue? Give us feedback
downloadFull-Text
image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/ Columbia University ...arrow_drop_down
image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
Columbia University Academic Commons
Report . 1995
Full-Text: https://doi.org/10.7916/D8XD186X
Data sources: Bielefeld Academic Search Engine (BASE)
image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
Columbia University Academic Commons
Report . 1993
Full-Text: https://doi.org/10.7916/D8BV7Q6S
Data sources: Bielefeld Academic Search Engine (BASE)
image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
Columbia University Academic Commons
Report . 1994
Full-Text: https://doi.org/10.7916/D80K2H36
Data sources: Bielefeld Academic Search Engine (BASE)
https://dx.doi.org/10.7916/d80...
Other literature type . 1994
Data sources: Datacite
https://dx.doi.org/10.7916/d8b...
Other literature type . 1993
Data sources: Datacite
https://dx.doi.org/10.7916/d8x...
Other literature type . 1995
Data sources: Datacite
https://dx.doi.org/10.7916/d80...
Other literature type
Data sources: Microsoft Academic Graph
https://dx.doi.org/10.7916/d80...
Other literature type
Data sources: Microsoft Academic Graph
 View all 3 versions
Claim

A Characterization Of Cointegration

descriptionPublicationkeyboard_double_arrow_right Other literature type , Report 01 Jan 1993 United States Publisher:Department of Economics, Columbia University
Authors: Dhrymes, Phoebus J.;

doi: 10.7916/d80k2h36 , 10.7916/d8bv7q6s , 10.7916/d8xd186x

A Characterization Of Cointegration

Abstract

In this paper we provide a succinct characterization of cointegration and a criterion that leads to a novel, and very simple test for cointegration. We also provide a restatement and proof of the characterizations given in Engle and Granger (1987) (EG), correcting a number of minor errors and misstatements.

Country
United States
Related Organizations
Keywords

330, Economics, 004

  • BIP!
    Impact byBIP!
    selected citations
    These citations are derived from selected sources.
    This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    		 0
    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    		 Average
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    		 Average
    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
    		 Average
Powered by OpenAIRE graph
Found an issue? Give us feedback
selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average
Green