A Representation of Vector Autoregressive Processes Integrated of Order 2

Authors
Soren Johansen
Citation
Soren Johansen, A Representation of Vector Autoregressive Processes Integrated of Order 2, Econometric theory, 8(02), 1992, pp. 188
Journal title
Econometric theory → ACNP
ISSN journal
02664666
Volume
8
Issue
02
Year of publication
1992
Database
ICR
SICI code
0266-4666(1992)8:02<188:AROVAP>2.0.ZU;2-3