The interpretation of cointegrating coefficients in the cointegrated vector autoregressive model

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

44 Citationer (Scopus)

Originalsprog	Engelsk
Tidsskrift	Oxford Bulletin of Economics and Statistics
Vol/bind	67
Udgave nummer	1
Sider (fra-til)	93-104
ISSN	0305-9049
Status	Udgivet - 2005

Citationsformater

@article{156e770074c211dbbee902004c4f4f50,

title = "The interpretation of cointegrating coefficients in the cointegrated vector autoregressive model",

author = "S{\o}ren Johansen",

year = "2005",

language = "English",

volume = "67",

pages = "93--104",

journal = "Oxford Bulletin of Economics and Statistics",

issn = "0305-9049",

publisher = "Wiley-Blackwell",

number = "1",

}