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~isPartOf:"CREATES research paper"
~isPartOf:"Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics"
~subject:"Kointegration"
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CREATES research paper
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
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The cointegrated vector autoregressive model with general deterministic terms
Johansen, Søren
;
Nielsen, Morten Ørregaard
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2016
Persistent link: https://www.econbiz.de/10011524104
Saved in:
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Optimal hedging with the cointegrated vector autoregressive model
Johansen, Søren
;
Gatarek, Lukasz
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2014
Persistent link: https://www.econbiz.de/10010418991
Saved in:
3
Times series : cointegration
Johansen, Søren
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2014
Persistent link: https://www.econbiz.de/10010418999
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4
First and second order non-linear cointegration models
Lange, Theis
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2009
Persistent link: https://www.econbiz.de/10003849457
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