A representation of vector autoregressive processes integrated of order 2

Econometric Theory

Volumn 8, Issue 2, 1992, Pages 188-202

  Johansen, Søren ^a  

^a UNIVERSITY OF COPENHAGEN   (Denmark)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84972042327     PISSN: 02664666     EISSN: 14694360     Source Type: Journal    
DOI: 10.1017/S0266466600012755     Document Type: Article

References (16)

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12. Johansen S. A statistical analysis of cointegration for 1(2) variables. To appear in Econometric Theory (1992).
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