Representation of cointegrated autoregressive processes with application to fractional processes
Year of publication: |
2009
|
---|---|
Authors: | Johansen, Søren |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 28.2009, 1/3, p. 121-145
|
Subject: | Kointegration | Cointegration | VAR-Modell | VAR model | Kausalanalyse | Causality analysis | Theorie | Theory |
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