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Nonstationary Cointegration in the Fractionally Cointegrated VAR Model
Søren Johansen
, Morten Ørregaard Nielsen
8
Citations (Scopus)
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Dive into the research topics of 'Nonstationary Cointegration in the Fractionally Cointegrated VAR Model'. Together they form a unique fingerprint.
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Psychology
Autoregressive Model
100%
Cointegration
100%
Keyphrases
Consistency Proof
25%
Fractional Cointegration VAR
100%
Fractional Model
25%
Interior Point
25%
Earth and Planetary Sciences
Asymptotic Property
100%
Mathematics
Consistency Proof
25%
Interior Point
25%
Squared Test
25%