Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK (Q1194029): Difference between revisions

@@ Property / author @@
-Søren Glud Johansen
@@ Property / author: Søren Glud Johansen / rank @@
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@@ Property / author @@
+Søren Glud Johansen
@@ Property / author: Søren Glud Johansen / rank @@
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+https://doi.org/10.1016/0304-4076(92)90086-7
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@@ Property / cites work @@
+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Five alternative methods of estimating long-run equilibrium relationships
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+Q3316438
@@ Property / cites work: Q3316438 / rank @@
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@@ Property / cites work @@
+Statistical analysis of cointegration vectors
@@ Property / cites work: Statistical analysis of cointegration vectors / rank @@
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@@ Property / cites work @@
+Q4791406
@@ Property / cites work: Q4791406 / rank @@
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@@ Property / cites work @@
+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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@@ Property / cites work @@
+Q5556138
@@ Property / cites work: Q5556138 / rank @@
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