Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressi
Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressi is one of 9,000 studies in the ScholarPulse dataset. Key details — Authors: Søren Johansen; Journal / source: Econometrica; Year: 1991.
| Authors | Søren Johansen |
|---|---|
| Journal / source | Econometrica |
| Year | 1991 |
| Field | Monetary Policy and Economic Impact |
| Times cited | 11147 |
| Type | article |
| DOI / link | https://doi.org/10.2307/2938278 |