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person:"Giles, David E. A."
~person:"Bera, Anil K."
~person:"Johansen, Søren"
~subject:"Time series analysis"
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Time series analysis
Estimation theory
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Giles, David E. A.
Bera, Anil K.
Johansen, Søren
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96
Gao, Jiti
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Koopman, Siem Jan
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Lütkepohl, Helmut
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Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models
Johansen, Søren
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
6
,
pp. 1551-1580
Persistent link: https://www.econbiz.de/10001115941
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