Jan Kees's research while affiliated with University of Amsterdam and other places
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Publications (2)
A Vector Autoregressive model with normally distributed innovations is a Curved Exponential Model. Cointegration imposes further curvature on the model and this means that in addition to the important reasons for conditioning in non-stationary time series as given by Johansen (1995, EJ), there are further reasons due to the curvature of the model....
Citations
... Finally, changing the signi…cance level does not qualitatively change the results. See Garderen and Schluter (2003) for further results and also Biewen (2001). ...
![[object Object]](https://i1.rgstatic.net/ii/profile.image/277783923183624-1443240256963_Q64/Kees-Jan-Van-Garderen.jpg)
