'The variance of the estimated roots in a cointegrated vector autoregressive model
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Standard
'The variance of the estimated roots in a cointegrated vector autoregressive model. / Johansen, Søren.
I: Journal of Time Series Analysis, Bind 24, Nr. 6, 2003, s. 663-678.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › fagfællebedømt
Harvard
Johansen, S 2003, ''The variance of the estimated roots in a cointegrated vector autoregressive model', Journal of Time Series Analysis, bind 24, nr. 6, s. 663-678.
APA
Johansen, S. (2003). 'The variance of the estimated roots in a cointegrated vector autoregressive model. Journal of Time Series Analysis, 24(6), 663-678.
Vancouver
Johansen S. 'The variance of the estimated roots in a cointegrated vector autoregressive model. Journal of Time Series Analysis. 2003;24(6):663-678.
Author
Bibtex
@article{84b0372074c211dbbee902004c4f4f50,
title = "'The variance of the estimated roots in a cointegrated vector autoregressive model",
author = "S{\o}ren Johansen",
year = "2003",
language = "English",
volume = "24",
pages = "663--678",
journal = "Journal of Time Series Analysis",
issn = "0143-9782",
publisher = "Wiley-Blackwell",
number = "6",
}
RIS
TY - JOUR
T1 - 'The variance of the estimated roots in a cointegrated vector autoregressive model
AU - Johansen, Søren
PY - 2003
Y1 - 2003
M3 - Journal article
VL - 24
SP - 663
EP - 678
JO - Journal of Time Series Analysis
JF - Journal of Time Series Analysis
SN - 0143-9782
IS - 6
ER -
ID: 76927