<The> Asymptotic variance of the estimated roots in a cointegrated vector autoregressive model
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| Autore principale: | |
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| Natura: | Libro |
| Lingua: | inglese |
| Pubblicazione: |
San Domenico (FI)
European University Institute
2001
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| Serie: | EUI Working paper ECO
No. 2001/1 |
| Soggetti: | |
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| 245 | 1 | 0 | |a <The> Asymptotic variance of the estimated roots in a cointegrated vector autoregressive model |c Soren Johansen |
| 264 | 1 | |a San Domenico (FI) |b European University Institute |c 2001 | |
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| 490 | 1 | |a EUI Working paper ECO |v No. 2001/1 | |
| 830 | 0 | |a EUI Working paper ECO |v No. 2001/1 | |
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| 610 | 2 | 0 | |a metódy matematické |
| 100 | 1 | |a Johansen, Soren | |