A Parametric Representation of Integrated Vector Autoregressive (VAR) Processes

Publikation: Working paperForskning

Standard

A Parametric Representation of Integrated Vector Autoregressive (VAR) Processes. / La Cour, Lisbeth Funding.

Cph. : Institute of Statistics, University of Copenhagen, 1994.

Publikation: Working paperForskning

Harvard

La Cour, LF 1994 'A Parametric Representation of Integrated Vector Autoregressive (VAR) Processes' Institute of Statistics, University of Copenhagen, Cph.

APA

La Cour, L. F. (1994). A Parametric Representation of Integrated Vector Autoregressive (VAR) Processes. Institute of Statistics, University of Copenhagen.

Vancouver

La Cour LF. A Parametric Representation of Integrated Vector Autoregressive (VAR) Processes. Cph.: Institute of Statistics, University of Copenhagen. 1994.

Author

La Cour, Lisbeth Funding. / A Parametric Representation of Integrated Vector Autoregressive (VAR) Processes. Cph. : Institute of Statistics, University of Copenhagen, 1994.

Bibtex

@techreport{602dc0b0e8fe11dbbee902004c4f4f50,
title = "A Parametric Representation of Integrated Vector Autoregressive (VAR) Processes",
abstract = "VAR-model",
author = "{La Cour}, {Lisbeth Funding}",
year = "1994",
language = "English",
publisher = "Institute of Statistics, University of Copenhagen",
type = "WorkingPaper",
institution = "Institute of Statistics, University of Copenhagen",

}

RIS

TY - UNPB

T1 - A Parametric Representation of Integrated Vector Autoregressive (VAR) Processes

AU - La Cour, Lisbeth Funding

PY - 1994

Y1 - 1994

N2 - VAR-model

AB - VAR-model

M3 - Working paper

BT - A Parametric Representation of Integrated Vector Autoregressive (VAR) Processes

PB - Institute of Statistics, University of Copenhagen

CY - Cph.

ER -

ID: 161749