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January 23, 2010 | History

The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model 1 edition

The asymptotic variance of the estimated roots in a cointegrated vecto ...
Søren Johansen

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The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model
Søren Johansen.

Published 2001 by European University Institute, Department of Economics in Florence .
Written in English.

Edition Notes

Includes bibliographical references.

Series
EUI working paper -- no.2001/1

The Physical Object

Pagination
22 p. ;
Number of pages
22

ID Numbers

Open Library
OL19630219M

History Created December 11, 2009 · 2 revisions Download catalog record: RDF / JSON

January 23, 2010 Edited by WorkBot add more information to works
December 11, 2009 Created by WorkBot add works page