Likelihood inference for a fractionally cointegrated vector autoregressive model
by Søren Johansen and Morten Ørregaard Nielsen
| Year of publication: |
2012
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| Authors: | Johansen, Søren ; Nielsen, Morten Ørregaard |
| Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 80.2012, 6, p. 2667-2732
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| Subject: | VAR-Modell | VAR model | Kointegration | Cointegration | Induktive Statistik | Statistical inference | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009689454