Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (Q74050)

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scientific article
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English
Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
scientific article

    Statements

    DOI
    10.2307/2938278
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    published in
    Econometrica
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    volume
    59
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    issue
    6
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    page(s)
    1551
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    publication date
    November 1991
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    author
    Soren Johansen
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