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Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models - MaRDI portal

Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (Q74050)

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scientific article
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English
Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
scientific article

    Statements

    published in
    Econometrica
    0 references
    volume
    59
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    issue
    6
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    page(s)
    1551
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    publication date
    November 1991
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    author
    Soren Johansen
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    Identifiers

    DOI
    10.2307/2938278
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