Comparison of Box--Tiao and Johansen canonical estimators of cointegrating vectors in VEC(1) models
| Year of publication: |
1994
|
|---|---|
| Authors: | Bewley, Ronald ; Orden, David ; Yang, Minxian ; Fisher, Lance A. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 64.1994, 1-2, p. 3-27
|
| Publisher: |
Elsevier |