Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
American Economic Review
vol. 98,
no. 2, May 2008
(pp. 251-55)
Citation
Hoover, Kevin D., Soren Johansen, and Katarina Juselius. 2008. "Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression." American Economic Review, 98 (2): 251-55. DOI: 10.1257/aer.98.2.251JEL Classification
- C32 Multiple or Simultaneous Equation Models: Time-Series Models
- E10 General Aggregative Models: General