The interpretation of cointegrating coefficients in the cointegrated vector autoregressive model

Publikation: Working paper › Forskning

Standard

The interpretation of cointegrating coefficients in the cointegrated vector autoregressive model. / Johansen, Søren.

Københavns Universitet, 2002. s. 1-11.

Publikation: Working paper › Forskning

Harvard

Johansen, S 2002 'The interpretation of cointegrating coefficients in the cointegrated vector autoregressive model' Københavns Universitet, s. 1-11.

APA

Johansen, S. (2002). The interpretation of cointegrating coefficients in the cointegrated vector autoregressive model. (s. 1-11).

Vancouver

Johansen S. The interpretation of cointegrating coefficients in the cointegrated vector autoregressive model. Københavns Universitet. 2002, s. 1-11.

Author

Johansen, Søren. / The interpretation of cointegrating coefficients in the cointegrated vector autoregressive model. Københavns Universitet, 2002. s. 1-11

Bibtex

@techreport{67fd54c074c011dbbee902004c4f4f50,
title = "The interpretation of cointegrating coefficients in the cointegrated vector autoregressive model",
author = "S{\o}ren Johansen",
year = "2002",
language = "English",
pages = "1--11",
type = "WorkingPaper",

}

RIS

TY - UNPB

T1 - The interpretation of cointegrating coefficients in the cointegrated vector autoregressive model

AU - Johansen, Søren

PY - 2002

Y1 - 2002

M3 - Working paper

SP - 1

EP - 11

BT - The interpretation of cointegrating coefficients in the cointegrated vector autoregressive model

CY - Københavns Universitet

ER -

ID: 45187