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Cointegration Analysis Using the Johansen Technique

A Practitioner's Guide to the Software

Bibliographic Data

ID9715847
AuthorsRichard Harris (0000-0001-7943-9005, corresponding author), R I D Harris
Year1994
Volume104
Issue426
Pages1227
Publication date1994-09-01
Peer ReviewedYes
Open AccessNo
TypeARTICLE
VenueThe Economic Journal (JOURNAL)
Journal identifiersISSN: 0013-0133 • E-ISSN: 1468-0297
PublisherOxford University Press (OUP) (PUBLISHER)
DOI10.2307/2235097
OpenAlexW2320757175
LanguageEN
References cited2

Cointegration · Econometrics · Economics · Mathematical economics · Programming language · Computer Science · Mathematics · Nuclear reactor physics and engineering · Phase Equilibria and Thermodynamics · Scientific Measurement and Uncertainty Evaluation · Software

  • Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK

    Open Access•Søren Johansen, S∅ren Johansen et al.•Journal of Econometrics•1992

  • Statistical analysis of cointegration vectors

    Open Access•Søren Johansen•Journal of Economic Dynamics and…•1988

Citation velocityhistorical
Highly citedNo

Tools

Open DOISci-Hub
Ethnos_APP • Open Source Project • MIT License • Frontend v2.0.0 • Privacy and Cookies • API Documentation: api.ethnos.app/docs • API Source Code: GitHub • DOI: 10.5281/zenodo.17049435 • Frontend Source Code: GitHub • DOI: 10.5281/zenodo.17050053 • cruz.rio.br • Expectantes Misericordiae