Likelihood Based Inference for Cointegration of Non-Stationary Time Series

Publikation: Bidrag til bog/antologi/rapportBidrag til bog/antologiForskning

Standard

Likelihood Based Inference for Cointegration of Non-Stationary Time Series. / Johansen, Søren; Cox, D.R. (Redaktør); Barndorff-Nielsen, Ole E. (Redaktør); Hinkley, David (Redaktør).

Likelihood, Time Series with Econometric and other Applications. red. / D. R. Cox; David Hinkley; Ole E. Barndorff-Nielsen. Taylor & Francis, 1996.

Publikation: Bidrag til bog/antologi/rapportBidrag til bog/antologiForskning

Harvard

Johansen, S, Cox, DR (red.), Barndorff-Nielsen, OE (red.) & Hinkley, D (red.) 1996, Likelihood Based Inference for Cointegration of Non-Stationary Time Series. i DR Cox, D Hinkley & OE Barndorff-Nielsen (red), Likelihood, Time Series with Econometric and other Applications. Taylor & Francis.

APA

Johansen, S., Cox, D. R. (red.), Barndorff-Nielsen, O. E. (red.), & Hinkley, D. (red.) (1996). Likelihood Based Inference for Cointegration of Non-Stationary Time Series. I D. R. Cox, D. Hinkley, & O. E. Barndorff-Nielsen (red.), Likelihood, Time Series with Econometric and other Applications Taylor & Francis.

Vancouver

Johansen S, Cox DR, (ed.), Barndorff-Nielsen OE, (ed.), Hinkley D, (ed.). Likelihood Based Inference for Cointegration of Non-Stationary Time Series. I Cox DR, Hinkley D, Barndorff-Nielsen OE, red., Likelihood, Time Series with Econometric and other Applications. Taylor & Francis. 1996

Author

Johansen, Søren ; Cox, D.R. (Redaktør) ; Barndorff-Nielsen, Ole E. (Redaktør) ; Hinkley, David (Redaktør). / Likelihood Based Inference for Cointegration of Non-Stationary Time Series. Likelihood, Time Series with Econometric and other Applications. red. / D. R. Cox ; David Hinkley ; Ole E. Barndorff-Nielsen. Taylor & Francis, 1996.

Bibtex

@inbook{1ad703f0ed4811ddbf70000ea68e967b,
title = "Likelihood Based Inference for Cointegration of Non-Stationary Time Series",
author = "S{\o}ren Johansen and D.R. Cox and Barndorff-Nielsen, {Ole E.} and David Hinkley",
year = "1996",
language = "English",
isbn = "041272930X",
editor = "Cox, {D. R.} and David Hinkley and Barndorff-Nielsen, {Ole E.}",
booktitle = "Likelihood, Time Series with Econometric and other Applications",
publisher = "Taylor & Francis",
address = "United States",

}

RIS

TY - CHAP

T1 - Likelihood Based Inference for Cointegration of Non-Stationary Time Series

AU - Johansen, Søren

A2 - Cox, D.R.

A2 - Barndorff-Nielsen, Ole E.

A2 - Hinkley, David

A2 - Cox, D. R.

A2 - Hinkley, David

A2 - Barndorff-Nielsen, Ole E.

PY - 1996

Y1 - 1996

M3 - Book chapter

SN - 041272930X

BT - Likelihood, Time Series with Econometric and other Applications

PB - Taylor & Francis

ER -

ID: 9973829