Cointegration in the VAR model

Authors
Johansen, S
Citation
S. Johansen, Cointegration in the VAR model, WILEY PR ST, 2001, pp. 408-435
Categorie Soggetti
Current Book Contents
Journal title
COURSE IN TIME SERIES ANALYSIS → ACNP
Year of publication
2001
Pages
408 - 435
Database
ISI
SICI code