Representation of cointegrated autoregressive processes with application to fractional processes
Søren Johansen
| Year of publication: |
2009
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|---|---|
| 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
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| Subject: | VAR-Modell | VAR model | Kointegration | Cointegration | Kausalanalyse | Causality analysis | Theorie | Theory |
| 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/10003800708