Comparison of Box—Tiao and Johansen canonical estimators of...

Journal of Econometrics 1994 Vol. 64; Iss. 1-2

Comparison of Box—Tiao and Johansen canonical estimators of cointegrating vectors in VEC(1) models

Ronald Bewley, David Orden, Minxian Yang, Lance A Fisher
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Volume:
64
Year:
1994
Language:
english
Pages:
25
DOI:
10.1016/0304-4076(94)90055-8
File:
PDF, 1.23 MB
english, 1994
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