International Journal

Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models

Søren Johansen

Econometrica

1991

Wiley

11115 citations

Article

Cointegration (0.83) Autoregressive model (0.82) Econometrics (0.69) Gaussian (0.46) Statistical hypothesis testing (0.44)

Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models - Full text available via OpenAlex

Søren Johansen

ORCID

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