Author:
Andersson Michael K,Gredenhoff Mikael P
Subject
Economics and Econometrics,Finance
Reference5 articles.
1. Dynamic specification and cointegration;Boswijk;Oxford Bulletin of Economics and Statistics,1992
2. An introduction to long-memory time series models and fractional integration;Granger;Journal of Time Series Analysis,1980
3. Fractional differencing
4. Statistical Analysis of Cointegration Vectors;Johansen;Journal of Economic Dynamics and Control,1988
5. Likelihood-based Inference in Cointegrated Vector Autoregressive Models;Johansen,1995
Cited by
12 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献