Nonstationary Cointegration in the Fractionally Cointegrated VAR Model

Research output: Contribution to journalJournal articleResearchpeer-review

Søren Johansen, Morten Ørregaard Nielsen

Original languageEnglish
JournalJournal of Time Series Analysis
Volume40
Issue number4
Pages (from-to)519-543
ISSN0143-9782
DOIs
Publication statusPublished - 2019

ID: 222093878