Allowing the data to speak freely: The macroeconometrics of the cointegrated vector autoregression

被引：76

作者：

Hoover, Kevin D. ^{[1
]}

Johansen, Soren ^{[2
]}

Juselius, Katarina ^{[2
]}

机构：

[1] Duke Univ, Dept Econ, Durham, NC 27278 USA

[2] Univ Copenhagen, Dept Econ, DK-1455 Copenhagen K, Denmark

来源：

关键词：

D O I：

10.1257/aer.98.2.251

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：251 / 255

页数：5

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