Cointegration in the VAR model

Original language	English
Title of host publication	A Course in Time Series Analysis
Editors	Daniel Peña, George C. Tiao, Ruey S. Tsay
Number of pages	28
Publisher	Wiley
Publication date	2001
Pages	408-435
ISBN (Print)	9780471361640
Publication status	Published - 2001

Cite this

@inbook{c8b68ac0cd1011dd9473000ea68e967b,

title = "Cointegration in the VAR model",

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

year = "2001",

language = "English",

isbn = "9780471361640",

pages = "408--435",

editor = "Daniel Pe{\~n}a and Tiao, {George C.} and Tsay, {Ruey S.}",

booktitle = "A Course in Time Series Analysis",

publisher = "Wiley",

address = "United States",

}