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

Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Econometrica CrossRef

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

Econometrica , Volume 59 (6): 1551 – Nov 1, 1991

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

Econometrica , Volume 59 (6): 1551 – Nov 1, 1991

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Publisher
CrossRef
ISSN
0012-9682
DOI
10.2307/2938278
Publisher site
See Article on Publisher Site

Abstract

Journal

EconometricaCrossRef

Published: Nov 1, 1991

There are no references for this article.