![](/img/cover-not-exists.png)
The cointegrated vector autoregressive model with general deterministic terms
Johansen, Søren, Nielsen, Morten ØrregaardLanguage:
english
Journal:
Journal of Econometrics
DOI:
10.1016/j.jeconom.2017.10.003
Date:
November, 2017
File:
PDF, 443 KB
english, 2017