Working Paper
Large T and small N: A three-step approach to the identification of cointegrating relationships in time series models with a small cross-sectional dimension
- Author:
- Roger Hammersland
- Series:
- Working Paper
- Number:
- 15/2004
Norges Bank’s Working Papers present research projects and reports that are generally not in their final form. Other analyses by Norges Bank’s economists are also included in the series. The views and conclusions in these documents are those of the authors.
Norges Bank’s Working Papers can also be found in Norges Bank's publication archive, RepEc and BIS Central Bank Research Hub
ISSN 1502-8143 (online)