Trend-Stationarity in the I(2) Cointegration Model
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Standard
Trend-Stationarity in the I(2) Cointegration Model. / Rahbek, Anders; Kongsted, H.C.; Jørgensen, H.C.
I: Journal of Econometrics, Bind 90, 1999, s. 265-289.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Harvard
Rahbek, A, Kongsted, HC & Jørgensen, HC 1999, 'Trend-Stationarity in the I(2) Cointegration Model', Journal of Econometrics, bind 90, s. 265-289.
APA
Rahbek, A., Kongsted, H. C., & Jørgensen, H. C. (1999). Trend-Stationarity in the I(2) Cointegration Model. Journal of Econometrics, 90, 265-289.
Vancouver
Rahbek A, Kongsted HC, Jørgensen HC. Trend-Stationarity in the I(2) Cointegration Model. Journal of Econometrics. 1999;90:265-289.
Author
Bibtex
@article{3620331074c911dbbee902004c4f4f50,
title = "Trend-Stationarity in the I(2) Cointegration Model",
author = "Anders Rahbek and H.C. Kongsted and H.C. J{\o}rgensen",
year = "1999",
language = "English",
volume = "90",
pages = "265--289",
journal = "Journal of Econometrics",
issn = "0304-4076",
publisher = "Elsevier",
}
RIS
TY - JOUR
T1 - Trend-Stationarity in the I(2) Cointegration Model
AU - Rahbek, Anders
AU - Kongsted, H.C.
AU - Jørgensen, H.C.
PY - 1999
Y1 - 1999
M3 - Journal article
VL - 90
SP - 265
EP - 289
JO - Journal of Econometrics
JF - Journal of Econometrics
SN - 0304-4076
ER -
ID: 195877