An asymptotic invariance property of the common trends under linear transformations of the data

Activity: Talk or presentation types › Lecture and oral contribution

1 - 1 out of 1Page size: 10
  1. 2014
  2. Published

    An Asymptotic Invariance Property of Common Trends under Linear Transformations of the Data

    Johansen, Søren & Juselius, Katarina, 2014, In: Journal of Econometrics. 178, Part 2, p. 310-315 6 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

ID: 100005284