SAGE Reference - The SAGE Encyclopedia of Social Science Research Methods

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Cointegration

In: The SAGE Encyclopedia of Social Science Research Methods
Edited by: Michael S. Lewis-Beck, Alan Bryman & Tim Futing Liao
Subject:Research Methods
Keywords:cointegration; interest rates; interest rates

When a linear combination of nonstationary variables is stationary, the variables are said to be cointegrated, and the vector that defines the stationary linear combination is called a cointegration vector. A [Page 142]time series is stationary if its distribution does not ...

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  Lewis-Beck, M. S., Bryman, A., & Liao, T. F. (2004). Cointegration. In The SAGE encyclopedia of social science research methods (Vol. 1, pp. 142-144). SAGE Publications, Inc., https://dx.doi.org/10.4135/9781412950589.n135
  
  Lewis-Beck, Michael S., Alan Bryman, and Tim F. Liao. "Cointegration." In The SAGE Encyclopedia of Social Science Research Methods, edited by Lewis-Beck, Michael S., Alan Bryman, and Tim F. Liao, 142-44. Thousand Oaks, CA: SAGE Publications, Inc., 2004. https://dx.doi.org/10.4135/9781412950589.n135.
  
  Lewis-Beck, M. S., Bryman, A. and Liao, T. F. 2004. Cointegration. In: Michael S. Lewis-Beck, Alan Bryman and Tim F. Liao Editors, 2004. The SAGE Encyclopedia of Social Science Research Methods, Thousand Oaks, CA: SAGE Publications, Inc. pp. 142-144 Available at: <https://dx.doi.org/10.4135/9781412950589.n135> [Accessed 5 Oct 2022].
  
  Lewis-Beck, Michael S., et al. "Cointegration." The SAGE Encyclopedia of Social Science Research Methods. Edited by Vol. 1. Thousand Oaks: SAGE Publications, Inc., 2004, pp. 142-44. SAGE Knowledge. 5 Oct 2022, doi: https://dx.doi.org/10.4135/9781412950589.n135.
  
  Lewis-Beck, Michael S., Alan BrymanTim F. Liao (2004). Cointegration In:Cointegration The SAGE encyclopedia of social science research methods Vol. 1. Thousand Oaks, CA: SAGE Publications, Inc.; 2004:142-144. doi:10.4135/9781412950589.n135
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