An asymptotic invariance property of the common trends under linear transformations of the data
Year of publication: |
2014
|
---|---|
Authors: | Johansen, Søren ; Juselius, Katarina |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 178.2014, P2, p. 310-315
|
Publisher: |
Elsevier |
Subject: | Cointegration vectors | Common trends | Prediction errors |
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