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Limit Theory in Cointegrated Vector Autoregressions

Published online by Cambridge University Press:  11 February 2009

Peter C.B. Phillips  and
Hiro Y. Toda
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Type
Solutions
Information
Econometric Theory , Volume 9 , Issue 1 , January 1993 , pp. 150 - 153
Copyright
Copyright © Cambridge University Press 1993

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References

1.Toda, H.Y. & Phillips, P.C.B. (1991). Vector Autoregressions and Causality. Cowles Foundation Discussion Paper No. 977.Google Scholar