Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
| Year of publication: |
2008
|
|---|---|
| Authors: | Hoover, Kevin D. ; Johansen, Soren ; Juselius, Katarina |
| Published in: |
American Economic Review. - American Economic Association - AEA. - Vol. 98.2008, 2, p. 251-55
|
| Publisher: |
American Economic Association - AEA |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Notes: | DOI: 10.1257/aer.98.2.251 |
| Classification: | C32 - Time-Series Models ; E10 - General Aggregative Models. General |
| Source: |
Persistent link: https://www.econbiz.de/10005571878