The Role of the Constant Term in Cointegration Analysis of Nonstationary Variables

Publikation: Working paperForskning

Standard

The Role of the Constant Term in Cointegration Analysis of Nonstationary Variables. / Johansen, Søren.

Københavns Universitet, 1992. s. 26.

Publikation: Working paperForskning

Harvard

Johansen, S 1992 'The Role of the Constant Term in Cointegration Analysis of Nonstationary Variables' Københavns Universitet, s. 26.

APA

Johansen, S. (1992). The Role of the Constant Term in Cointegration Analysis of Nonstationary Variables. (s. 26).

Vancouver

Johansen S. The Role of the Constant Term in Cointegration Analysis of Nonstationary Variables. Københavns Universitet. 1992, s. 26.

Author

Johansen, Søren. / The Role of the Constant Term in Cointegration Analysis of Nonstationary Variables. Københavns Universitet, 1992. s. 26

Bibtex

@techreport{74af24b0dbe211dd9473000ea68e967b,
title = "The Role of the Constant Term in Cointegration Analysis of Nonstationary Variables",
abstract = "Matematisk Statistik",
author = "S{\o}ren Johansen",
year = "1992",
language = "English",
pages = "26",
type = "WorkingPaper",

}

RIS

TY - UNPB

T1 - The Role of the Constant Term in Cointegration Analysis of Nonstationary Variables

AU - Johansen, Søren

PY - 1992

Y1 - 1992

N2 - Matematisk Statistik

AB - Matematisk Statistik

M3 - Working paper

SP - 26

BT - The Role of the Constant Term in Cointegration Analysis of Nonstationary Variables

CY - Københavns Universitet

ER -

ID: 9535451