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About this Economics, Econometrics and Finance article
The Asymptotic Variance of the Estimated Roots in a Cointegrated Vector Autoregressive Model by Søren Johansen is a Economics, Econometrics and Finance article available to read on EtoBox.
It is typically read by researchers, students, and practitioners in Economics, Econometrics and Finance.
- Author
- Søren Johansen
- Publisher
- John Wiley and Sons; Wiley (Blackwell Publishing); Wiley-Blackwell; Wiley (ISSN 0143-9782)
- Published
- 2003
- Field
- Economics, Econometrics and Finance (Social Sciences)