The cointegrated vector autoregressive model with general deterministic terms

Soren Johansen and Morten Orregaard Nielsen

No 274689, Queen's Economics Department Working Papers from Queen's University - Department of Economics

Keywords: Financial; Economics (search for similar items in EconPapers)
Pages: 34
Date: 2016-07
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https://ageconsearch.umn.edu/record/274689/files/qed_wp_1363.pdf (application/pdf)

Related works:
Journal Article: The cointegrated vector autoregressive model with general deterministic terms (2018)
Working Paper: The cointegrated vector autoregressive model with general deterministic terms (2016)
Working Paper: The cointegrated vector autoregressive model with general deterministic terms (2016)
Working Paper: The Cointegrated Vector Autoregressive Model With General Deterministic Terms (2016)
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Persistent link: https://EconPapers.repec.org/RePEc:ags:quedwp:274689

DOI: 10.22004/ag.econ.274689

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