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Modelling cointegration in the vector autoregressive model
Søren Johansen
Department of Economics
Department of Mathematical Sciences
59
Citations (Scopus)
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Dive into the research topics of 'Modelling cointegration in the vector autoregressive model'. Together they form a unique fingerprint.
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Business & Economics
Asymptotic Theory
38%
Cointegration
100%
Common Trends
37%
Economics
14%
Modeling
33%
Representation Theorem
41%
Statistical Model
39%
Vector Autoregressive Model
62%