A Statistical Analsysis of Cointegration for I(2) Variables

Soren Johansen

Working Papers from Helsinki - Department of Economics

Keywords: econometrics; statistics; economic models (search for similar items in EconPapers)
Pages: 25 pages
Date: 1991
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Citations: View citations in EconPapers (24)

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Journal Article: A Stastistical Analysis of Cointegration for I(2) Variables (1995)
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