Keywords
CointegrationAutoregressive modelUnit rootEconometricsEstimatorMathematicsLikelihood-ratio testUnit root testAsymptotic distributionStatisticsStatistical hypothesis testingApplied mathematics
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Publication Info
- Year
- 1988
- Type
- article
- Volume
- 12
- Issue
- 2-3
- Pages
- 231-254
- Citations
- 16527
- Access
- Closed
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Cite This
Søren Johansen
(1988).
Statistical analysis of cointegration vectors.
Journal of Economic Dynamics and Control
, 12
(2-3)
, 231-254.
https://doi.org/10.1016/0165-1889(88)90041-3
Identifiers
- DOI
- 10.1016/0165-1889(88)90041-3