Modelling of cointegration in the vector autoregressive model
| Year of publication: |
2000
|
|---|---|
| Authors: | Johansen, Soren |
| Published in: |
Economic Modelling. - Elsevier, ISSN 0264-9993. - Vol. 17.2000, 3, p. 359-373
|
| Publisher: |
Elsevier |