Some identification problems in the cointegrated vector autoregressive model
Søren Johansen
| Year of publication: |
2010
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|---|---|
| Authors: | Johansen, Søren |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 158.2010, 2, p. 262-273
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| Subject: | VAR-Modell | VAR model | Kointegration | Cointegration | Theorie | Theory | Modellierung | Scientific modelling | Zeitreihenanalyse | Time series analysis | Schock | Shock |
| 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/10008839956