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Cointegration in partial systems and the efficiency of single-equation analysis
Journal of Econometrics · 1992 · Vol. 52(3) · pp. 389–402
Søren Johansen✉(University of Copenhagen)
Monetary Policy and Economic ImpactStatistical Methods and InferenceCointegrationEstimatorEndogeneityEconometricsMathematicsMaximum likelihoodApplied mathematicsEconomicsStatistics
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Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK
Journal of Econometrics · 1992 · 1,692 citations
References
Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
Econometrica · 1991 · 11,053 citations
Co-Integration and Error Correction: Representation, Estimation, and Testing
Econometrica · 1987 · 31,692 citations
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