Recursive Estimation in Cointegrated VAR-Models

Publikation: Working paper › Forskning

Standard

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

København, 1993. s. 20.

Publikation: Working paper › Forskning

Harvard

Johansen, S & Hansen, H 1993 'Recursive Estimation in Cointegrated VAR-Models' København, s. 20.

APA

Johansen, S., & Hansen, H. (1993). Recursive Estimation in Cointegrated VAR-Models. (s. 20).

Vancouver

Johansen S, Hansen H. Recursive Estimation in Cointegrated VAR-Models. København. 1993, s. 20.

Author

Johansen, Søren ; Hansen, Henrik. / Recursive Estimation in Cointegrated VAR-Models. København, 1993. s. 20

Bibtex

@techreport{f3c37df0dbe211dd9473000ea68e967b,
title = "Recursive Estimation in Cointegrated VAR-Models",
abstract = "Matematisk Statistik",
author = "S{\o}ren Johansen and Henrik Hansen",
year = "1993",
language = "English",
pages = "20",
type = "WorkingPaper",

}

RIS

TY - UNPB

T1 - Recursive Estimation in Cointegrated VAR-Models

AU - Johansen, Søren

AU - Hansen, Henrik

PY - 1993

Y1 - 1993

N2 - Matematisk Statistik

AB - Matematisk Statistik

M3 - Working paper

SP - 20

BT - Recursive Estimation in Cointegrated VAR-Models

CY - København

ER -

ID: 9535588