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
Some Identification Problems in the Cointegrated Vector Autoregressive Model
Søren Johansen
Department of Economics
921
Downloads (Pure)
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'Some Identification Problems in the Cointegrated Vector Autoregressive Model'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
Business & Economics
Asymptotic Distribution
25%
Estimator
17%
Identification Problem
82%
Linear Restrictions
100%
Long-run Variance
34%
Permanent and Transitory Shocks
34%
Permanent Shock
30%
Short-run
16%
Transitory Shocks
31%
Vector Autoregressive Model
71%