Nonstationary Cointegration in the Fractionally Cointegrated VAR Model
Year of publication: |
2018
|
---|---|
Authors: | Johansen, Søren ; Nielsen, Morten Ørregaard |
Published in: |
Journal of Time Series Analysis. - Wiley, ISSN 1467-9892, ZDB-ID 1473831-4. - Vol. 40.2018, 4 (02.12.), p. 519-543
|
Publisher: |
Wiley |
Saved in:
Online Resource
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