An extension of cointegration to fractional autoregressive processes
Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning
Standard
An extension of cointegration to fractional autoregressive processes. / Johansen, Søren.
The Yearbook of the Finnish Statistical Society 2010. Helsinki : Finnish Statistical Society, 2011. s. 20-34.Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning
Harvard
Johansen, S 2011, An extension of cointegration to fractional autoregressive processes. i The Yearbook of the Finnish Statistical Society 2010. Finnish Statistical Society, Helsinki, s. 20-34.
APA
Johansen, S. (2011). An extension of cointegration to fractional autoregressive processes. I The Yearbook of the Finnish Statistical Society 2010 (s. 20-34). Finnish Statistical Society.
Vancouver
Johansen S. An extension of cointegration to fractional autoregressive processes. I The Yearbook of the Finnish Statistical Society 2010. Helsinki: Finnish Statistical Society. 2011. s. 20-34
Author
Bibtex
@inbook{0b1870c2b204421a912a00923af6ddb8,
title = "An extension of cointegration to fractional autoregressive processes",
author = "S{\o}ren Johansen",
year = "2011",
language = "English",
pages = "20--34",
booktitle = "The Yearbook of the Finnish Statistical Society 2010",
publisher = "Finnish Statistical Society",
}
RIS
TY - CHAP
T1 - An extension of cointegration to fractional autoregressive processes
AU - Johansen, Søren
PY - 2011
Y1 - 2011
M3 - Book chapter
SP - 20
EP - 34
BT - The Yearbook of the Finnish Statistical Society 2010
PB - Finnish Statistical Society
CY - Helsinki
ER -
ID: 33343731