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~isPartOf:"Economic modelling"
~person:"Johansen, Søren"
~subject:"Kointegration"
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Johansen, Søren
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Economic modelling
Discussion papers / Department of Economics, University of Copenhagen
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CREATES research paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Modelling of cointegration in the vector autoregressive model
Johansen, Søren
- In:
Economic modelling
17
(
2000
)
3
,
pp. 359-373
Persistent link: https://www.econbiz.de/10001496609
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