Analyzing I(2) Systems by Transformed Vector Autoregressions

Publikation: Working paper › Forskning

Standard

Analyzing I(2) Systems by Transformed Vector Autoregressions. / Kongsted, Hans Christian; Nielsen, Heino Bohn.

Cph. : Department of Economics, University of Copenhagen, 2002.

Publikation: Working paper › Forskning

Harvard

Kongsted, HC & Nielsen, HB 2002 'Analyzing I(2) Systems by Transformed Vector Autoregressions' Department of Economics, University of Copenhagen, Cph.

APA

Kongsted, H. C., & Nielsen, H. B. (2002). Analyzing I(2) Systems by Transformed Vector Autoregressions. Department of Economics, University of Copenhagen.

Vancouver

Kongsted HC, Nielsen HB. Analyzing I(2) Systems by Transformed Vector Autoregressions. Cph.: Department of Economics, University of Copenhagen. 2002.

Author

Kongsted, Hans Christian ; Nielsen, Heino Bohn. / Analyzing I(2) Systems by Transformed Vector Autoregressions. Cph. : Department of Economics, University of Copenhagen, 2002.

Bibtex

@techreport{c0401990e75e11dbbee902004c4f4f50,
title = "Analyzing I(2) Systems by Transformed Vector Autoregressions",
abstract = " ",
author = "Kongsted, {Hans Christian} and Nielsen, {Heino Bohn}",
note = "JEL Classification: C32, C51, C52, F41",
year = "2002",
language = "English",
publisher = "Department of Economics, University of Copenhagen",
address = "Denmark",
type = "WorkingPaper",
institution = "Department of Economics, University of Copenhagen",

}

RIS

TY - UNPB

T1 - Analyzing I(2) Systems by Transformed Vector Autoregressions

AU - Kongsted, Hans Christian

AU - Nielsen, Heino Bohn

N1 - JEL Classification: C32, C51, C52, F41

PY - 2002

Y1 - 2002

N2 -  

AB -  

M3 - Working paper

BT - Analyzing I(2) Systems by Transformed Vector Autoregressions

PB - Department of Economics, University of Copenhagen

CY - Cph.

ER -

ID: 160532