Some identification problems in the cointegrated vector autoregressive model
type: Item
instance of: scholarly article
title: Some identification problems in the cointegrated vector autoregressive model
zbMATH Open document ID: 1431.62633
published in: Journal of Econometrics
publication date: 2016-08-04T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 6609303
zbMATH Keywords: identification
zbMATH Keywords: cointegration
zbMATH Keywords: common trends
zbMATH Keywords: asymptotic distribution
author: Søren Johansen
MaRDI profile type: Publication
full work available at URL: j.jeconom.2010.01.007
OpenAlex ID: W3123693751
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DOI: 10.1016/J.JECONOM.2010.01.007
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description: scientific article; zbMATH DE number 6609303