Modelling of cointegration in the vector autoregressive model

Economic Modelling

Volumn 17, Issue 3, 2000, Pages 359-373

  Johansen, Søren ^a  

^a EUROPEAN UNIVERSITY INSTITUTE   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0034239468     PISSN: 02649993     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0264-9993(99)00043-7     Document Type: Article

References (22)

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