✦ LIBER ✦

Testing cointegrating coefficients in vector autoregressive error correction models

✍ Scribed by Gerd Hansen; Jeong-Ryeol Kim; Stefan Mittnik

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Interpretation of Cointegrating Coeffici

✍ Søren Johansen 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 116 KB

Estimation and Hypothesis Testing of Coi

✍ Johansen, Soren 📂 Article 📅 1991 🏛 John Wiley and Sons 🌐 English ⚖ 562 KB

A Small Sample Correction for the Test o

✍ Søren Johansen 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 246 KB

Inventory Types and Firm Performance: Ve

✍ Cuneyt Eroglu; Christian Hofer 📂 Article 📅 2011 🏛 Wiley (John Wiley & Sons) 🌐 English ⚖ 181 KB

Modelling of cointegration in the vector

✍ Søren Johansen 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 114 KB

Identifying Structural Breaks in Cointeg

✍ Håvard Hungnes 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 626 KB