2008•SSRN Electronic JournalOpen access

Some Identification Problems in the Cointegrated Vector Autoregressive Model

Søren Johansen

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Key concepts: Autoregressive model, Econometrics, Identification (biology), Cointegration, STAR model, Mathematics, Statistics, Autoregressive integrated moving average

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Some Identification Problems in the Cointegrated Vector Autoregressive Model — Research Paper | ScholarLens