Nonstationary Cointegration in the Fractionally...

Nonstationary Cointegration in the Fractionally Cointegrated VAR Model

Johansen, Søren, Nielsen, Morten Ørregaard
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Language:
english
Journal:
Journal of Time Series Analysis
DOI:
10.1111/jtsa.12438
Date:
December, 2018
File:
PDF, 402 KB
english, 2018
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