Interpretation of cointegrating coefficients in the cointegrated vector autoregressive model
Søren Johansen
| Year of publication: |
2005
|
|---|---|
| Authors: | Johansen, Søren |
| Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 67.2005, 1, p. 93-104
|
| Subject: | Kointegration | Cointegration | VAR-Modell | VAR model | Theorie | Theory |
| 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/10002569944