Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
Research output: Contribution to journal › Journal article › Research › peer-review
Matematisk Statistik
| Original language | English |
|---|---|
| Journal | Econometrica |
| Volume | 59 |
| Issue number | 6 |
| Pages (from-to) | 1551-80 |
| ISSN | 0012-9682 |
| Publication status | Published - 1991 |
ID: 299119