Skip to main navigation
Skip to search
Skip to main content
University of Copenhagen Research Portal Home
Help & FAQ
Dansk
English
Home
Profiles
Research output
Research units
Press/Media
Activities
Prizes
???studenttheses???
Datasets
Search by expertise, name or affiliation
Modelling cointegration in the vector autoregressive model
Søren Johansen
Department of Economics
Department of Mathematical Sciences
59
Citations (Scopus)
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'Modelling cointegration in the vector autoregressive model'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
Business & Economics
Cointegration
100%
Vector Autoregressive Model
62%
Representation Theorem
41%
Statistical Model
39%
Asymptotic Theory
38%
Common Trends
37%
Modeling
33%
Economics
14%