1. The Asymptotic variance of the estimated roots in a cointegrated vector autoregressive model
Title | The Asymptotic variance of the estimated roots in a cointegrated vector autoregressive model |
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Author info | Soren Johansen |
Author | Johansen Soren |
Issue data | San Domenico (FI) : European University Institute , 2001. - 22 s. |
Edition | EUI Working paper ECO , No. 2001/1 |
Document kind | working papers |
Language | English |
Country of Edition | Italy |
systematics | 519.87 - Matematické modely operačného výskumu |
Keywords | modely * modelovanie * metódy matematické |
Database | BOOKS |
Copy count | 1, currently available 1, at library only 0 |
Call number | 778285 |