The Johansen-Granger representation theorem : a closed-form expression for I(1) processes
Peter Reinhard Hansen
| Year of publication: |
Oct. 2000 ; [Elektronische Ressource]
|
|---|---|
| Other Persons: | Hansen, Peter Reinhard (contributor) |
| Institutions: | Brown University / Department of Economics (contributor) |
| Publisher: |
Providence, RI : Brown Univ., Dep. of Economics |
| Subject: | VAR-Modell | VAR model | Kointegration | Cointegration | Theorie | Theory |
| Extent: | Online-Ressource, 17 p., text |
|---|---|
| Series: | Working papers / Brown University, Department of Economics. - Providence, RI : [Verlag nicht ermittelbar], ZDB-ID 2185003-3. - Vol. 00,19 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001528512