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Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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Metadata
- Authors
- Johansen, S.
- Venue
- Econometrica
- Publisher
- JSTOR
- Published
- 1991-11
- Volume
- 59
- Issue
- 6
- Pages
- 1551
- ISSN
- 0012-9682 (ISSN-L)
- OpenAlex
- W2034707435
- Cited by
- 11,116
- References
- 1
- FWCI
- 259.15
- Type
- journal article
- Language
- en
- Open access
- closed
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