Cointegration in partial systems and the efficiency of single-equation analysis

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Standard

Cointegration in partial systems and the efficiency of single-equation analysis. / Johansen, Søren.

I: Journal of Econometrics, Bind 52, 1992, s. 389-402.

Publikation: Bidrag til tidsskriftTidsskriftartikelfagfællebedømt

Harvard

Johansen, S 1992, 'Cointegration in partial systems and the efficiency of single-equation analysis', Journal of Econometrics, bind 52, s. 389-402.

APA

Johansen, S. (1992). Cointegration in partial systems and the efficiency of single-equation analysis. Journal of Econometrics, 52, 389-402.

Vancouver

Johansen S. Cointegration in partial systems and the efficiency of single-equation analysis. Journal of Econometrics. 1992;52:389-402.

Author

Johansen, Søren. / Cointegration in partial systems and the efficiency of single-equation analysis. I: Journal of Econometrics. 1992 ; Bind 52. s. 389-402.

Bibtex

@article{576b2c7074d111dbbee902004c4f4f50,
title = "Cointegration in partial systems and the efficiency of single-equation analysis",
abstract = "Matematisk Statistik",
author = "S{\o}ren Johansen",
year = "1992",
language = "English",
volume = "52",
pages = "389--402",
journal = "Journal of Econometrics",
issn = "0304-4076",
publisher = "Elsevier",

}

RIS

TY - JOUR

T1 - Cointegration in partial systems and the efficiency of single-equation analysis

AU - Johansen, Søren

PY - 1992

Y1 - 1992

N2 - Matematisk Statistik

AB - Matematisk Statistik

M3 - Journal article

VL - 52

SP - 389

EP - 402

JO - Journal of Econometrics

JF - Journal of Econometrics

SN - 0304-4076

ER -

ID: 309030