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The cointegrated vector autoregressive model with general deterministic terms
Johansen, Soren
;
Orregaard Nielsen, Morten
2016
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Title
The cointegrated vector autoregressive model with general deterministic terms
Keywords
Additive formulation
;
cointegration
;
deterministic terms
;
extended model
;
likelihood inference
;
VAR model
Author(s)
Johansen, Soren
Orregaard Nielsen, Morten
Subject(s)
Financial Economics
Issue Date
2016-07
Publication Type
Working or Discussion Paper
DOI and Other Identifiers
10.22004/ag.econ.274689
Record Identifier
https://ageconsearch.umn.edu/record/274689
Language
English
Total Pages
34
JEL Codes
C32
Series Statement
Working Paper No. 1363
Record Appears in
Queen's University - Department of Economics
>
Queen's Economics Department Working Papers
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