Analysing I(2) systems by transformed vector autoregressions
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Analysing I(2) systems by transformed vector autoregressions. / Kongsted, Hans Christian; Nielsen, Heino Bohn.
I: Oxford Bulletin of Economics and Statistics, Bind 66, Nr. 3, 2004, s. 379-397.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Harvard
Kongsted, HC & Nielsen, HB 2004, 'Analysing I(2) systems by transformed vector autoregressions', Oxford Bulletin of Economics and Statistics, bind 66, nr. 3, s. 379-397. https://doi.org/10.1111/j.1468-0084.2004.00084.x
APA
Kongsted, H. C., & Nielsen, H. B. (2004). Analysing I(2) systems by transformed vector autoregressions. Oxford Bulletin of Economics and Statistics, 66(3), 379-397. https://doi.org/10.1111/j.1468-0084.2004.00084.x
Vancouver
Kongsted HC, Nielsen HB. Analysing I(2) systems by transformed vector autoregressions. Oxford Bulletin of Economics and Statistics. 2004;66(3):379-397. https://doi.org/10.1111/j.1468-0084.2004.00084.x
Author
Bibtex
@article{067c5150c1ba11dbbee902004c4f4f50,
title = "Analysing I(2) systems by transformed vector autoregressions",
author = "Kongsted, {Hans Christian} and Nielsen, {Heino Bohn}",
note = "JEL Classification: C32, C51, C52",
year = "2004",
doi = "10.1111/j.1468-0084.2004.00084.x",
language = "English",
volume = "66",
pages = "379--397",
journal = "Oxford Bulletin of Economics and Statistics",
issn = "0305-9049",
publisher = "Wiley-Blackwell",
number = "3",
}
RIS
TY - JOUR
T1 - Analysing I(2) systems by transformed vector autoregressions
AU - Kongsted, Hans Christian
AU - Nielsen, Heino Bohn
N1 - JEL Classification: C32, C51, C52
PY - 2004
Y1 - 2004
U2 - 10.1111/j.1468-0084.2004.00084.x
DO - 10.1111/j.1468-0084.2004.00084.x
M3 - Journal article
VL - 66
SP - 379
EP - 397
JO - Oxford Bulletin of Economics and Statistics
JF - Oxford Bulletin of Economics and Statistics
SN - 0305-9049
IS - 3
ER -
ID: 103687