Identifying restrictions of linear equations with applications to simultaneous equations and cointegration

187 Citationer (Scopus)

Abstract

Matematisk statistik

@article{8d6cb13074cd11dbbee902004c4f4f50,

title = "Identifying restrictions of linear equations with applications to simultaneous equations and cointegration",

abstract = "Matematisk statistik",

author = "S{\o}ren Johansen",

year = "1995",

language = "English",

volume = "69",

pages = "111--132",

journal = "Journal of Econometrics",

issn = "0304-4076",

publisher = "Elsevier",

number = "1",

}