Recursive Estimation in Cointegrated VAR-Models

Research output: Working paper › Research

1131 Downloads (Pure)

Original language	English
Publisher	Institute of Economics, University of Copenhagen
Number of pages	20
Publication status	Published - 1992

Access to Document

@techreport{1154ddd074c711dbbee902004c4f4f50,

title = "Recursive Estimation in Cointegrated VAR-Models",

author = "Henrik Hansen and S{\o}ren Johansen",

year = "1992",

language = "English",

publisher = "Institute of Economics, University of Copenhagen",

type = "WorkingPaper",

institution = "Institute of Economics, University of Copenhagen",

}