An efficient, three-step algorithm for establishing error-correction models with an application to the U.S. macroeconomy
By: Michael D. Boldin.
Contributors: Federal Reserve Bank of New York.
Series: Staff reports -- no. 6; Staff reports (Federal Reserve Bank of New York) -- no. 6.
Publisher: Federal Reserve Bank of New York
Published: 1995
Place of publication: New York, N.Y
Language: eng
Number of pages: 28
Subjects: Macroeconomics -- Econometric models.
Notes: "Octobery 1995."

Includes bibliographical references.