Modelling of cointegration in the vector autoregressive model

C-Tier
Journal: Economic Modeling
Year: 2000
Volume: 17
Issue: 3
Pages: 359-373

Authors (1)

Johansen, Soren (Københavns Universitet)

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:eee:ecmode:v:17:y:2000:i:3:p:359-373
Journal Field
General
Author Count
1
Added to Database
2026-01-25