2nd Tinbergen Institute Conference, 2007
The 2nd Tinbergen Institute Conference is held in Rotterdam, The Netherlands, on March 23-24, 2007.
Cointegration is a Nobel-worthy concept in econometrics. The literature contains an overwhelming amount of articles on theoretical refinements and advances of new techniques, while many practitioners rely on the basic tools as programmed in EViews and similar econometric software. Hence, 20 years after the seminal article of Engle and Granger (Econometrica, 1987), it seems relevant to look back and ahead to see what the current status is of the concept of cointegration, both in theory and in practice.
H. Peter Boswijk (University of Amsterdam)
Philip Hans Franses (Erasmus University Rotterdam)
Dick van Dijk (Erasmus University Rotterdam)