The interpretation of cointegrating coefficients in the cointegrated vector autoregressive model
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The interpretation of cointegrating coefficients in the cointegrated vector autoregressive model. / Johansen, Søren.
I: Oxford Bulletin of Economics and Statistics, Bind 67, Nr. 1, 2005, s. 93-104.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Harvard
Johansen, S 2005, 'The interpretation of cointegrating coefficients in the cointegrated vector autoregressive model', Oxford Bulletin of Economics and Statistics, bind 67, nr. 1, s. 93-104.
APA
Johansen, S. (2005). The interpretation of cointegrating coefficients in the cointegrated vector autoregressive model. Oxford Bulletin of Economics and Statistics, 67(1), 93-104.
Vancouver
Johansen S. The interpretation of cointegrating coefficients in the cointegrated vector autoregressive model. Oxford Bulletin of Economics and Statistics. 2005;67(1):93-104.
Author
Bibtex
@article{156e770074c211dbbee902004c4f4f50,
title = "The interpretation of cointegrating coefficients in the cointegrated vector autoregressive model",
author = "S{\o}ren Johansen",
year = "2005",
language = "English",
volume = "67",
pages = "93--104",
journal = "Oxford Bulletin of Economics and Statistics",
issn = "0305-9049",
publisher = "Wiley-Blackwell",
number = "1",
}
RIS
TY - JOUR
T1 - The interpretation of cointegrating coefficients in the cointegrated vector autoregressive model
AU - Johansen, Søren
PY - 2005
Y1 - 2005
M3 - Journal article
VL - 67
SP - 93
EP - 104
JO - Oxford Bulletin of Economics and Statistics
JF - Oxford Bulletin of Economics and Statistics
SN - 0305-9049
IS - 1
ER -
ID: 69083