On the robustness of cointegration methods when regressors almost have unit roots

被引：144

作者：

Elliott, G ^{[1
]}

机构：

[1] Univ Calif San Diego, Dept Econ, La Jolla, CA 92093 USA

来源：

ECONOMETRICA | 1998年 / 66卷 / 01期

关键词：

D O I：

10.2307/2998544

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

[No abstract available]

引用

页码：149 / 158

页数：10

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