An edition of The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model (2001)

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

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The asymptotic variance of the estimated root ...
Søren Johansen
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Last edited by WorkBot
January 23, 2010 | History
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An edition of The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model (2001)

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

by

  • 0 Ratings
  • 0 Want to read
  • 0 Currently reading
  • 0 Have read

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Publish Date
Publisher
European University Institute, Department of Economics
Language
English
Pages
22

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Subjects
Econometric models, Autoregression (Statistics), Correlation (Statistics)

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Cover of: The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model
The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model
2001, European University Institute, Department of Economics
in English
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Book Details

Edition Notes

Includes bibliographical references.

Published in
Florence
Series
EUI working paper -- no.2001/1

The Physical Object

Pagination
22 p. ;
Number of pages
22

ID Numbers

Open Library
OL19630219M

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