蝌蚪网

This website uses cookies.

By clicking the "Accept" button or continuing to browse our site, you agree to first-party and session-only cookies being stored on your device to enhance site navigation and analyze site performance and traffic. For more information on our use of cookies, please see our Privacy Policy.

  1. Home
  2. 蝌蚪网
  3. 蝌蚪网 Review
  4. May 2008
  5. Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression

蝌蚪网 Review

ISSN 0002-8282 (Print) | ISSN 1944-7981 (Online)

Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression

  • Kevin D. Hoover
  • Soren Johansen
  • Katarina Juselius
蝌蚪网 Review
vol. 98, no. 2, May 2008
(pp. 251–55)
Download Full Text PDF

Citation

Hoover, Kevin D., Soren Johansen, and Katarina Juselius. 2008. "Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression." 蝌蚪网 Review 98 (2): 251–55. DOI: 10.1257/aer.98.2.251

JEL Classification

  • C32 Multiple or Simultaneous Equation Models: Time-Series Models
  • E10 General Aggregative Models: General