ESTIMATION AND HYPOTHESIS TESTING OF COINTEGRATION VECTORS IN GAUSSIAN VECTOR AUTOREGRESSIVE MODELS

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JOHANSEN S.

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Journal Paper

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Journal: ECONOMETRICA Year:1991 | Volume:59 | Issue:6 Page(s): 1551-1580

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Information Journal Paper

Title

ESTIMATION AND HYPOTHESIS TESTING OF COINTEGRATION VECTORS IN GAUSSIAN VECTOR AUTOREGRESSIVE MODELS

Author(s)

JOHANSEN S. | Issue Writer Certificate

Keywords

Not Registered.

Abstract

Cites

ANALYZING THE ECONOMIC IMPACTS OF SHOCKS WITHIN A LONG-RUN STRUCTURAL MACROECONOMETRIC MODEL FOR IRAN IN A GLOBAL CONTEXT

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APA: Copy

JOHANSEN, S.. (1991). ESTIMATION AND HYPOTHESIS TESTING OF COINTEGRATION VECTORS IN GAUSSIAN VECTOR AUTOREGRESSIVE MODELS . ECONOMETRICA, 59(6), 1551-1580. SID. https://sid.ir/paper/610698/en

Vancouver: Copy

JOHANSEN S.. ESTIMATION AND HYPOTHESIS TESTING OF COINTEGRATION VECTORS IN GAUSSIAN VECTOR AUTOREGRESSIVE MODELS . ECONOMETRICA[Internet]. 1991;59(6):1551-1580. Available from: https://sid.ir/paper/610698/en

IEEE: Copy

S. JOHANSEN, “ESTIMATION AND HYPOTHESIS TESTING OF COINTEGRATION VECTORS IN GAUSSIAN VECTOR AUTOREGRESSIVE MODELS ,” ECONOMETRICA, vol. 59, no. 6, pp. 1551–1580, 1991, [Online]. Available: https://sid.ir/paper/610698/en

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