Cointegration between trends and their estimators in state space models and cointegrated vector autoregressive models
Year of publication: |
2017
|
---|---|
Authors: | Johansen, Søren ; Tabor, Morten Nyboe |
Published in: |
Econometrics. - Basel : MDPI, ISSN 2225-1146. - Vol. 5.2017, 3, p. 1-46
|
Publisher: |
Basel : MDPI |
Subject: | cointegration of trends | state space models | cointegrated vector autoregressive models |
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