The cointegrated vector autoregressive model with general deterministic terms
Søren Johansen, Morten Ørregaard Nielsen
| Year of publication: |
February 2018
|
|---|---|
| Authors: | Johansen, Søren ; Nielsen, Morten Ørregaard |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 202.2018, 2, p. 214-229
|
| Subject: | Additive formulation | Cointegration | Deterministic terms | Extended model | Likelihood inference | VAR model | VAR-Modell | Kointegration | Modellierung | Scientific modelling | Induktive Statistik | Statistical inference | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2017.10.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011974563