point

 

 Remember me

Register  |   Lost password?

 

Our popular course Introduction to QuantLib Development will be taking place June 18-20th, 2018.

 

Recent Developments in Cointegration

Mon, 26 Jun 2017 10:50:09 GMT

Recently, I posted about a special issue of the journal, Econometrics, devoted to "Unit Roots and Structural Breaks". Another recent special issue of that journal will be of equal interest to readers of this blog. Katerina Juselius has guest- edited an issue titles, "Recent Developments in Cointegration". The papers published so far in this issue are, of course, open-access. Check them out! © 2017, David E. Giles