More on Testing Exact Rational Expectations in Cointegrated Vector Autoregressive Models: Restricted Drift Terms
Year of publication: |
2003-04
|
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Authors: | Johansen, Søren ; Swensen, Anders Rygh |
Institutions: | Statistisk Sentralbyrå, Government of Norway |
Subject: | VAR model | cointegration | restricted drift term | rational expectations |
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