Unit Roots and Cointegration

Research output: Chapter in Book/Report/Conference proceedingChapterAcademic

Original languageEnglish
Title of host publicationMacroeconomic Forecasting in the Era of Big Data
Subtitle of host publicationTheory and Practice
EditorsPeter Fuleky
PublisherSpringer Nature Switzerland AG
Chapter17
Pages541-584
Number of pages44
Volume52
Edition1
ISBN (Electronic)978-3-030-31150-6
ISBN (Print)978-3-030-31149-0
Publication statusPublished - 2020

Publication series

SeriesAdvanced Studies in Theoretical and Applied Econometrics
ISSN1570-5811

Cite this

Smeekes, S., & Wijler, E. (2020). Unit Roots and Cointegration. In P. Fuleky (Ed.), Macroeconomic Forecasting in the Era of Big Data: Theory and Practice (1 ed., Vol. 52, pp. 541-584). Springer Nature Switzerland AG. Advanced Studies in Theoretical and Applied Econometrics https://arxiv.org/abs/1911.10552