International Journal

Statistical analysis of cointegration vectors

Søren Johansen

Journal of Economic Dynamics and Control

1988

Elsevier BV

16726 citations

Article

Cointegration (0.90) Autoregressive model (0.80) Unit root (0.67) Econometrics (0.61) Estimator (0.60)

Statistical analysis of cointegration vectors - Full text available via OpenAlex

Søren Johansen

ORCID

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