Efficient detrending in cointegrating regression

Xiao, Zhijie, and Peter C.B. Phillips. “Efficient detrending in cointegrating regression”. Econometric Theory, 1999. http://hdl.handle.net/2345/2482.

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Title: Efficient detrending in cointegrating regression
Author: Xiao, Zhijie
Phillips, Peter C.B.
School: Arts and Sciences
Discipline: Economics
Genre: article
Date Issued: 1999
Host Title: Econometric Theory
Volume: 15
Number: 4
Pages: pp. 519-548
Version Identification: Version of record.
Persistent Link: http://hdl.handle.net/2345/2482
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