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

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

42

Citations

16

References

1994

Year

Ronald Bewley, David Orden, Minxian Yang, Lance A. Fisher

Journal of Econometrics

EconomicsMacroeconomicsExchange Rate MovementBusinessEconometricsTime Series EconometricsForeign Exchange MarketFinanceJohansen Canonical Estimators

References

	Year	Citations

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