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Recursive Estimation in Cointegrated VAR-Models

Henrik Hansen, Søren Johansen
RePEc: Research Papers in Economics

Data up to Jan 2025

Published1992
Citations264
References0
Fields
MathematicsPhysicsEconometricsApplied mathematicsStatistics

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Recursive Estimation in Cointegrated VAR-Models (1992) – RePEc: Research Papers in Economics | Metascience Observatory Explorer