Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK
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Publication:1194029
DOI10.1016/0304-4076(92)90086-7zbMath0850.62905OpenAlexW1963912781MaRDI QIDQ1194029
Katarina Juselius, Søren Glud Johansen
Publication date: 27 September 1992
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(92)90086-7
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- Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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