Date: 2001
Type: Working Paper
The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model
Working Paper, EUI ECO, 2001/01
JOHANSEN, Soren, The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model, EUI ECO, 2001/01 - https://hdl.handle.net/1814/755
Retrieved from Cadmus, EUI Research Repository
Additional information:
Digitised version produced by the EUI Library and made available online in 2020.
Cadmus permanent link: https://hdl.handle.net/1814/755
Series/Number: EUI ECO; 2001/01
Publisher: European University Institute
