Some Identification Problems in the Cointegrated Vector Autoregressive Model
Year of publication: |
2009
|
---|---|
Authors: | Johansen, Soren |
Publisher: |
[S.l.] : SSRN |
Subject: | Modellierung | Scientific modelling | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | VAR-Modell | VAR model | Theorie | Theory |
Extent: | 1 Online-Ressource (28 p) |
---|---|
Series: | CREATES Research Paper ; No. 2007-32 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 2007 erstellt |
Other identifiers: | 10.2139/ssrn.1150162 [DOI] |
Classification: | C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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