The Convergence of Multivariate `Unit Root' Distributions to their Asymptotic Limits: The Case of Money-Income Causality
Publication information:
Stock J, Ljungqvist, Park, Watson. The Convergence of Multivariate `Unit Root’ Distributions to their Asymptotic Limits: The Case of Money-Income Causality. Journal of Economic Dynamics and Control. 1988;12(2/3):489–502.