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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of monetary economics"
~person:"Johansen, Søren"
~subject:"VAR model"
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VAR model
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Johansen, Søren
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Journal of econometrics
Journal of monetary economics
Discussion papers / Department of Economics, University of Copenhagen
8
CREATES research paper
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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The econometrics journal
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ECONIS (ZBW)
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Some identification problems in the cointegrated vector autoregressive model
Johansen, Søren
- In:
Journal of econometrics
158
(
2010
)
2
,
pp. 262-273
Persistent link: https://www.econbiz.de/10008839956
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Testing exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
- In:
Journal of econometrics
93
(
1999
)
1
,
pp. 73-91
Persistent link: https://www.econbiz.de/10001406640
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