An Asymptotic Invariance Property of Common Trends under Linear Transformations of the Data

Søren Johansen, Katarina Juselius

Department of Economics

6 Citations (Scopus)

1 results
- Title
- Start date(ascending)

An asymptotic invariance property of the common trends under linear transformations of the data
Søren Johansen (Lecturer)
22 Oct 2013
Activity: Talk or presentation types › Lecture and oral contribution