Comparison of Box-Tiao and Johansen canonical estimators of cointegrating vectors in VEC(1) models
type: Item
instance of: scholarly article
title: Comparison of Box-Tiao and Johansen canonical estimators of cointegrating vectors in VEC(1) models
zbMATH Open document ID: 0825.62951
DOI: 10.1016/0304-4076(94)90055-8
author: Ronald Bewley
author: David Orden
author: Minxian Yang
author: Lance A. Fisher
published in: Journal of Econometrics
publication date: 1995-11-28T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 706569
MaRDI profile type: Publication
full work available at URL: 0304-4076(94)90055-8
OpenAlex ID: W2057530883
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description: scientific article; zbMATH DE number 706569