A Small Sample Correction for Tests of Hypotheses on the Cointegrating Vectors

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Standard

A Small Sample Correction for Tests of Hypotheses on the Cointegrating Vectors. / Johansen, Søren.

I: Journal of Econometrics, Bind 111, Nr. 2, 2002, s. 195-221.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Johansen, S 2002, 'A Small Sample Correction for Tests of Hypotheses on the Cointegrating Vectors', Journal of Econometrics, bind 111, nr. 2, s. 195-221.

APA

Johansen, S. (2002). A Small Sample Correction for Tests of Hypotheses on the Cointegrating Vectors. Journal of Econometrics, 111(2), 195-221.

Vancouver

Johansen S. A Small Sample Correction for Tests of Hypotheses on the Cointegrating Vectors. Journal of Econometrics. 2002;111(2):195-221.

Author

Johansen, Søren. / A Small Sample Correction for Tests of Hypotheses on the Cointegrating Vectors. I: Journal of Econometrics. 2002 ; Bind 111, Nr. 2. s. 195-221.

Bibtex

@article{a1b8ec9074c211dbbee902004c4f4f50,
title = "A Small Sample Correction for Tests of Hypotheses on the Cointegrating Vectors",
abstract = "VAR model, Cointegration, Smalll sample propirties, Barlett Correction",
author = "S{\o}ren Johansen",
year = "2002",
language = "English",
volume = "111",
pages = "195--221",
journal = "Journal of Econometrics",
issn = "0304-4076",
publisher = "Elsevier",
number = "2",

}

RIS

TY - JOUR

T1 - A Small Sample Correction for Tests of Hypotheses on the Cointegrating Vectors

AU - Johansen, Søren

PY - 2002

Y1 - 2002

N2 - VAR model, Cointegration, Smalll sample propirties, Barlett Correction

AB - VAR model, Cointegration, Smalll sample propirties, Barlett Correction

M3 - Journal article

VL - 111

SP - 195

EP - 221

JO - Journal of Econometrics

JF - Journal of Econometrics

SN - 0304-4076

IS - 2

ER -

ID: 79229