The cointegrated vector autoregressive model with general deterministic terms

Søren Johansen, Morten Ørregaard Nielsen

Publikation: Working paper › Forskning

Navn	University of Copenhagen. Institute of Economics. Discussion Papers (Online)
Nummer	16-07
ISSN	1601-2461

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@techreport{75791aad34ad4652a1c12dbabe629c95,

title = "The cointegrated vector autoregressive model with general deterministic terms",

author = "S{\o}ren Johansen and Nielsen, {Morten {\O}rregaard}",

year = "2016",

language = "English",

series = "University of Copenhagen. Institute of Economics. Discussion Papers (Online)",

number = "16-07",

type = "WorkingPaper",

}