A distance measure between cointegration spaces

Author: Larsson R.   Villani M.  

Publisher: Elsevier

ISSN: 0165-1765

Source: Economics Letters, Vol.70, Iss.1, 2001-01, pp. : 21-27

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract