Cointegration: Overview and Development

DOI10.1007/978-3-540-71297-8_29zbMath1179.62122OpenAlexW117253698MaRDI QIDQ3646976

Søren Glud Johansen

Publication date: 27 November 2009

Published in: Handbook of Financial Time Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-71297-8_29

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

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