Cointegration in the VAR model
Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning
Standard
Cointegration in the VAR model. / Johansen, Søren; Pena, D. (Redaktør); Tiao, G.C. (Redaktør); Tsay, R.S. (Redaktør).
A Course in Time Series Analysis. New York : Wiley, 2001.Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning
Harvard
Johansen, S, Pena, D (red.), Tiao, GC (red.) & Tsay, RS (red.) 2001, Cointegration in the VAR model. i A Course in Time Series Analysis. Wiley, New York.
APA
Johansen, S., Pena, D. (red.), Tiao, G. C. (red.), & Tsay, R. S. (red.) (2001). Cointegration in the VAR model. I A Course in Time Series Analysis Wiley.
Vancouver
Johansen S, Pena D, (ed.), Tiao GC, (ed.), Tsay RS, (ed.). Cointegration in the VAR model. I A Course in Time Series Analysis. New York: Wiley. 2001
Author
Bibtex
@inbook{6cb0634007f311de8478000ea68e967b,
title = "Cointegration in the VAR model",
abstract = "VAR model",
author = "S{\o}ren Johansen and D. Pena and G.C. Tiao and R.S. Tsay",
year = "2001",
language = "English",
booktitle = "A Course in Time Series Analysis",
publisher = "Wiley",
address = "United States",
}
RIS
TY - CHAP
T1 - Cointegration in the VAR model
AU - Johansen, Søren
A2 - Pena, D.
A2 - Tiao, G.C.
A2 - Tsay, R.S.
PY - 2001
Y1 - 2001
N2 - VAR model
AB - VAR model
M3 - Book chapter
BT - A Course in Time Series Analysis
PB - Wiley
CY - New York
ER -
ID: 11031579