Cointegration between Trends and Their Estimators in State Space Models and Cointegrated Vector Autoregressive Models
Johansen, S.; Tabor, M.N. Cointegration between Trends and Their Estimators in State Space Models and Cointegrated Vector Autoregressive Models. Econometrics 2017, 5, 36. https://doi.org/10.3390/econometrics5030036
Johansen S, Tabor MN. Cointegration between Trends and Their Estimators in State Space Models and Cointegrated Vector Autoregressive Models. Econometrics. 2017; 5(3):36. https://doi.org/10.3390/econometrics5030036
Chicago/Turabian StyleJohansen, Søren, and Morten N. Tabor. 2017. "Cointegration between Trends and Their Estimators in State Space Models and Cointegrated Vector Autoregressive Models" Econometrics 5, no. 3: 36. https://doi.org/10.3390/econometrics5030036