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Department of Economics Discussion Papers
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The Columbia Economics Discussion Paper Series consists of working papers (unpublished), authored and released by faculty members of the Department of Economics. Papers submitted by Columbia Ph.D. candidates are included in the series, with the endorsement of at least two faculty members within the Department. This archive holds papers dated from 1992 to the present. https://econ.columbia.edu/per/research/discussion-paper-series/
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2. A Note on Identification Test Procedures
3. A Useful Lemma
4. A Characterization Of Cointegration
5. Identification and Lullback Information in the GLSEM
6. A Characterization Of Cointegration
7. Identification and Kullback Information in the GLSEM
8. On the Meaning of Certain Cointegration Test
9. A Characterization of Cointegration
10. A Conformity Test for Cointegration
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