Testing exact rational expectations in cointegrated vector autoregressive models
| Year of publication: |
1999
|
|---|---|
| Authors: | Johansen, Soren ; Swensen, Anders Rygh |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 93.1999, 1, p. 73-91
|
| Publisher: |
Elsevier |