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Mathematical finance / Econometrics / Time series analysis / Cointegration


Econometric Theory, 18, 2002, 1309–1335+ Printed in the United States of America+ DOI: 10+10170S0266466602186026 REGRESSION THEORY FOR NEARLY COINTEGRATED TIME SERIES MI C H A E L JA N S S O N
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Document Date: 2003-10-08 23:49:40

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City

Indeed / San Diego / /

Company

Tanaka / Cambridge University Press / rT vT xy rT / /

Country

United States / /

Currency

BRL / USD / TWD / /

Facility

Tinbergen Institute / Penn State University / University of Aarhus+ The / University of California ~Riverside / University of California / Evans Hall / /

IndustryTerm

probability law / /

Organization

Cambridge University / University of California / Berkeley / University of California / Econometric Society / University of Aarhus / Tinbergen Institute / Department of Economics / Penn State University / /

Person

Bruce Hansen / Michael Jansson / Peter Boswijk / /

Position

regressor rt / spurious regression ~when rT / rT / first author / ~the co-editor / co-editor / scalar rT / parameters rT / /

ProgrammingLanguage

C / T / /

ProvinceOrState

California / Connecticut / /

PublishedMedium

Econometric Theory / /

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