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Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK
Journal of Econometrics · 1992 · Vol. 53(1-3) · pp. 211–244
Søren Johansen✉(University of Copenhagen)Katarina Jusélius(University of Copenhagen)
Monetary Policy and Economic ImpactFiscal Policies and Political EconomyCredit Risk and Financial RegulationsCointegrationEconometricsMultivariate statisticsMathematicsStatistical hypothesis testingRelation (database)GaussianMultivariate normal distributionStatisticsComputer science
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Journal of Econometrics · 1992 · 989 citations
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Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK
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