Recursive Estimation in Cointegrated VAR-Models

Publikation: Working paper › Forskning

Standard

Recursive Estimation in Cointegrated VAR-Models. / Hansen, Henrik; Johansen, Søren.

Institute of Economics, University of Copenhagen, 1992.

Publikation: Working paper › Forskning

Harvard

Hansen, H & Johansen, S 1992 'Recursive Estimation in Cointegrated VAR-Models' Institute of Economics, University of Copenhagen.

APA

Hansen, H., & Johansen, S. (1992). Recursive Estimation in Cointegrated VAR-Models. Institute of Economics, University of Copenhagen.

Vancouver

Hansen H, Johansen S. Recursive Estimation in Cointegrated VAR-Models. Institute of Economics, University of Copenhagen. 1992.

Author

Hansen, Henrik ; Johansen, Søren. / Recursive Estimation in Cointegrated VAR-Models. Institute of Economics, University of Copenhagen, 1992.

Bibtex

@techreport{1154ddd074c711dbbee902004c4f4f50,
title = "Recursive Estimation in Cointegrated VAR-Models",
author = "Henrik Hansen and S{\o}ren Johansen",
year = "1992",
language = "English",
publisher = "Institute of Economics, University of Copenhagen",
type = "WorkingPaper",
institution = "Institute of Economics, University of Copenhagen",

}

RIS

TY - UNPB

T1 - Recursive Estimation in Cointegrated VAR-Models

AU - Hansen, Henrik

AU - Johansen, Søren

PY - 1992

Y1 - 1992

M3 - Working paper

BT - Recursive Estimation in Cointegrated VAR-Models

PB - Institute of Economics, University of Copenhagen

ER -

ID: 161929