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Statistical analysis of cointegration vectors

1988/06/01 by Søren Johansen · 10,424 citations

paper · doi:10.1016/0165-1889(88)90041-3

published in Journal of Economic Dynamics and Control 12(2-3), 231-254 (Elsevier BV)

crossref issued 1988/06/01 · crossref published 1988/06/01 · crossref published-print 1988/06/01 · crossref created 2002/07/26 · crossref deposited 2019/04/12 · crossref indexed 2026/08/06

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