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

Søren Johansen, Katarina Juselius

Department of Economics

6 Citations (Scopus)

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