Statistical analysis of hypotheses on the cointegrating relations in the I(2) model

Publikation: Working paper › Forskning

Standard

Statistical analysis of hypotheses on the cointegrating relations in the I(2) model. / Johansen, Søren.

Københavns Universitet, 2002. s. 1-27.

Publikation: Working paper › Forskning

Harvard

Johansen, S 2002 'Statistical analysis of hypotheses on the cointegrating relations in the I(2) model' Københavns Universitet, s. 1-27.

APA

Johansen, S. (2002). Statistical analysis of hypotheses on the cointegrating relations in the I(2) model. (s. 1-27).

Vancouver

Johansen S. Statistical analysis of hypotheses on the cointegrating relations in the I(2) model. Københavns Universitet. 2002, s. 1-27.

Author

Johansen, Søren. / Statistical analysis of hypotheses on the cointegrating relations in the I(2) model. Københavns Universitet, 2002. s. 1-27

Bibtex

@techreport{67f5b3a074c011dbbee902004c4f4f50,
title = "Statistical analysis of hypotheses on the cointegrating relations in the I(2) model",
author = "S{\o}ren Johansen",
year = "2002",
language = "English",
pages = "1--27",
type = "WorkingPaper",

}

RIS

TY - UNPB

T1 - Statistical analysis of hypotheses on the cointegrating relations in the I(2) model

AU - Johansen, Søren

PY - 2002

Y1 - 2002

M3 - Working paper

SP - 1

EP - 27

BT - Statistical analysis of hypotheses on the cointegrating relations in the I(2) model

CY - Københavns Universitet

ER -

ID: 45183