Cointegration in partial systems and the efficiency of single-equation analysis

Authors
Citation
Soren Johansen, Cointegration in partial systems and the efficiency of single-equation analysis, Journal of econometrics, 53(03), 1992, pp. 389
Journal title
ISSN journal
03044076
Volume
53
Issue
03
Year of publication
1992
Database
ICR
SICI code
0304-4076(1992)53:03<389:CIPSAT>2.0.ZU;2-X