The Role of the Constant and Linear Terms in Cointegration Analysis of Nonstationary Variables

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Standard

The Role of the Constant and Linear Terms in Cointegration Analysis of Nonstationary Variables. / Johansen, Søren.

I: Econometric Reviews, Bind 13, Nr. 2, 1994, s. 205-229.

Publikation: Bidrag til tidsskriftTidsskriftartikelfagfællebedømt

Harvard

Johansen, S 1994, 'The Role of the Constant and Linear Terms in Cointegration Analysis of Nonstationary Variables', Econometric Reviews, bind 13, nr. 2, s. 205-229.

APA

Johansen, S. (1994). The Role of the Constant and Linear Terms in Cointegration Analysis of Nonstationary Variables. Econometric Reviews, 13(2), 205-229.

Vancouver

Johansen S. The Role of the Constant and Linear Terms in Cointegration Analysis of Nonstationary Variables. Econometric Reviews. 1994;13(2):205-229.

Author

Johansen, Søren. / The Role of the Constant and Linear Terms in Cointegration Analysis of Nonstationary Variables. I: Econometric Reviews. 1994 ; Bind 13, Nr. 2. s. 205-229.

Bibtex

@article{9cb600a074ce11dbbee902004c4f4f50,
title = "The Role of the Constant and Linear Terms in Cointegration Analysis of Nonstationary Variables",
abstract = "Matematisk Statistik",
author = "S{\o}ren Johansen",
year = "1994",
language = "English",
volume = "13",
pages = "205--229",
journal = "Econometric Reviews",
issn = "0747-4938",
publisher = "Taylor & Francis",
number = "2",

}

RIS

TY - JOUR

T1 - The Role of the Constant and Linear Terms in Cointegration Analysis of Nonstationary Variables

AU - Johansen, Søren

PY - 1994

Y1 - 1994

N2 - Matematisk Statistik

AB - Matematisk Statistik

M3 - Journal article

VL - 13

SP - 205

EP - 229

JO - Econometric Reviews

JF - Econometric Reviews

SN - 0747-4938

IS - 2

ER -

ID: 265542