Cointegration and Unit Roots.

C-Tier
Journal: Journal of Economic Surveys
Year: 1990
Volume: 4
Issue: 3
Pages: 249-73

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper provides an updated survey of a burgeoning literature in testing, estimation and model specification in the presence of integrated variables. Integrated variables are a specific class of non-stationary variables which seem to characterize faithfully the properties of many macroeconomic tie seris. The analysis of cointegration develops out of the esxistence of unit roots and offers a generic route to test the validity of the equilibrium predictions of economic theories. Special emphasis is put on the empirical researcher's point of view. Copyright 1990 by Blackwell Publishers Ltd

Technical Details

RePEc Handle
repec:bla:jecsur:v:4:y:1990:i:3:p:249-73
Journal Field
General
Author Count
3
Added to Database
2026-01-25