Statistical analysis of cointegration vectors
Statistical analysis of cointegration vectors is one of 9,000 studies in the ScholarPulse dataset. Key details — Authors: Søren Johansen; Journal / source: Journal of Economic Dynamics and Control; Year: 1988.
| Authors | Søren Johansen |
|---|---|
| Journal / source | Journal of Economic Dynamics and Control |
| Year | 1988 |
| Field | Monetary Policy and Economic Impact |
| Times cited | 16778 |
| Type | article |
| DOI / link | https://doi.org/10.1016/0165-1889(88)90041-3 |