Interpretation of cointegrating coefficients in the cointegrated vector autoregressive model
Year of publication: |
2005
|
---|---|
Authors: | Johansen, Søren |
Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 67.2005, 1, p. 93-104
|
Subject: | Kointegration | Cointegration | VAR-Modell | VAR model | Theorie | Theory |
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