Likelihood-based Inference in Cointegrated Vector Autoregressive Models
| Year of publication: |
1997
|
|---|---|
| Authors: | Johansen, Søren ; Larsson, Rolf |
| Published in: |
The Scandinavian journal of economics. - Oxford : Blackwell, ISSN 0347-0520, ZDB-ID 8170x. - Vol. 99.1997, 2, p. 351
|