Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
Søren Johansen · Econometrica · 1991
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APA 7
Johansen, S. (1991). Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models. https://doi.org/10.2307/2938278
MLA
Johansen, Søren. "Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models." 1991. https://doi.org/10.2307/2938278.
Chicago
Johansen, Søren. 1991. "Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models.". https://doi.org/10.2307/2938278.
Harvard
Johansen, S. 1991, Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models, Econometrica, available at: https://doi.org/10.2307/2938278 [Accessed 8 Aug. 2026].
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- Title
- Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
- Author / contributors
- Søren Johansen
- Publisher
- Econometrica
- Publication year
- 1991
- Language
- English
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