Testing exact rational expectations in cointegrated vector autoregressive models
Year of publication: |
1999
|
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Authors: | Johansen, Søren ; Swensen, Anders Rygh |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 93.1999, 1, p. 73-91
|
Subject: | VAR-Modell | VAR model | Rationale Erwartung | Rational expectations | Kointegration | Cointegration | Theorie | Theory |
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