Cointegration in partial systems and the efficiency of single-equation analysis

425 Citations (Scopus)

Abstract

Matematisk Statistik

@article{576b2c7074d111dbbee902004c4f4f50,

title = "Cointegration in partial systems and the efficiency of single-equation analysis",

abstract = "Matematisk Statistik",

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

year = "1992",

language = "English",

volume = "52",

pages = "389--402",

journal = "Journal of Econometrics",

issn = "0304-4076",

publisher = "Elsevier",

}