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      Structural analysis of vector error correction models with exogenous I(1) variables

      Author(s): , ,
      Publication date Created:
      Publication date (Print):
      Journal: Journal of Econometrics
      Publisher: Elsevier BV

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          Statistical analysis of cointegration vectors

          Søren Johansen (1988)
          Article 0 comments Cited 1191 times – based on 0 reviews     Review now
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            Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root

            David Dickey, Wayne Fuller (1981)
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              Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models

              Søren Johansen (1991)
              Article 0 comments Cited 722 times – based on 0 reviews     Review now
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                Author and article information

                Journal
                Title: Journal of Econometrics
                Abbreviated Title: Journal of Econometrics
                Publisher: Elsevier BV
                ISSN (Print): 03044076
                Publication date Created: August 2000
                Publication date (Print): August 2000
                Volume: 97
                Issue: 2
                Pages: 293-343
                Article
                DOI: 10.1016/S0304-4076(99)00073-1
                SO-VID: 7e2f53af-7c13-43ed-9a77-3c72460c010f
                Copyright © © 2000
                License:

                http://www.elsevier.com/tdm/userlicense/1.0/

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