Econometrics and Business Statistics Seminar: Søren Johansen, University of Copenhagen and CREATES

Title: Cointegration and adjustment in a common trends causal model and the role of weak exogeneity

2019.01.02 | Solveig Nygaard Sørensen

Date Wed 06 Mar
Time 14:15 15:15
Location Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 101

Presenter: Søren Johansen, University of Copenhagen and CREATES

Title: Cointegration and adjustment in a common trends causal model and the role of weak exogeneity

Area of research: Time series

Host: Eric Hillebrand

Organizer: Shin Kanaya

Economics and Business Economics, Econometrics and Business Statistics Seminar Series, CREATES