The curious case of spurious cointegration
The curious case of spurious cointegration
University of Southampton
O'Brien, R. J.
6d46f2be-6f1d-4bcd-9b94-baedee23ff22
January 1996
O'Brien, R. J.
6d46f2be-6f1d-4bcd-9b94-baedee23ff22
O'Brien, R. J.
(1996)
The curious case of spurious cointegration
(Discussion Papers in Economics and Econometrics, 9638)
Southampton, UK.
University of Southampton
Record type:
Monograph
(Discussion Paper)
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Published date: January 1996
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Local EPrints ID: 32892
URI: http://eprints.soton.ac.uk/id/eprint/32892
PURE UUID: bad40b7b-e1c6-44f8-94f4-51a2173c4aa5
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Date deposited: 04 Dec 2007
Last modified: 11 Dec 2021 15:18
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