Some identification problems in the cointegrated vector autoregressive model
Year of publication: |
2010
|
---|---|
Authors: | Johansen, Søren |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 158.2010, 2, p. 262-273
|
Subject: | Modellierung | Scientific modelling | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | VAR-Modell | VAR model | Theorie | Theory |
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