Cointegration in the VAR model
Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning
Standard
Cointegration in the VAR model. / Johansen, Søren.
A Course in Time Series Analysis. red. / Daniel Peña; George C. Tiao; Ruey S. Tsay. Wiley, 2001. s. 408-435.Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning
Harvard
Johansen, S 2001, Cointegration in the VAR model. i D Peña, GC Tiao & RS Tsay (red), A Course in Time Series Analysis. Wiley, s. 408-435.
APA
Johansen, S. (2001). Cointegration in the VAR model. I D. Peña, G. C. Tiao, & R. S. Tsay (red.), A Course in Time Series Analysis (s. 408-435). Wiley.
Vancouver
Johansen S. Cointegration in the VAR model. I Peña D, Tiao GC, Tsay RS, red., A Course in Time Series Analysis. Wiley. 2001. s. 408-435
Author
Bibtex
@inbook{c8b68ac0cd1011dd9473000ea68e967b,
title = "Cointegration in the VAR model",
author = "S{\o}ren Johansen",
year = "2001",
language = "English",
isbn = "9780471361640",
pages = "408--435",
editor = "Daniel Pe{\~n}a and Tiao, {George C.} and Tsay, {Ruey S.}",
booktitle = "A Course in Time Series Analysis",
publisher = "Wiley",
address = "United States",
}
RIS
TY - CHAP
T1 - Cointegration in the VAR model
AU - Johansen, Søren
PY - 2001
Y1 - 2001
M3 - Book chapter
SN - 9780471361640
SP - 408
EP - 435
BT - A Course in Time Series Analysis
A2 - Peña, Daniel
A2 - Tiao, George C.
A2 - Tsay, Ruey S.
PB - Wiley
ER -
ID: 9226504