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A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems, Working Paper 1991-3

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Federal Reserve Bank of Chicago. Research Department and Federal Reserve Bank of Chicago. "A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems, Working Paper 1991-3" in Working Papers (Federal Reserve Bank of Chicago) (February 1991). https://fraser.stlouisfed.org/content/?item_id=575002&filepath=/files/docs/historical/frbchi/workingpapers/frbchi_workingpaper_1991-03.pdf, accessed on May 21, 2018.

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Federal Reserve Bank of St. Louis, One Federal Reserve Bank Plaza, St. Louis, MO 63102