An asymptotic invariance property of the common trends under linear transformations of the data
Søren Johansen; Katarina Juselius
| Year of publication: |
2014
|
|---|---|
| Authors: | Johansen, Søren ; Jusélius, Katarina |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 178.2014, 1, p. 310-315
|
| Subject: | Cointegration vectors | Common trends | Prediction errors | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | VAR-Modell | VAR model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010256144