Finding Cointegration Rank in High Dimensional Systems Using the Johansen Test

Publikation: Working paper › Forskning

Standard

Finding Cointegration Rank in High Dimensional Systems Using the Johansen Test. / Sørensen, Bent E.

Department of Economics, University of Copenhagen, 1995.

Publikation: Working paper › Forskning

Harvard

Sørensen, BE 1995 'Finding Cointegration Rank in High Dimensional Systems Using the Johansen Test' Department of Economics, University of Copenhagen.

APA

Sørensen, B. E. (1995). Finding Cointegration Rank in High Dimensional Systems Using the Johansen Test. Department of Economics, University of Copenhagen.

Vancouver

Sørensen BE. Finding Cointegration Rank in High Dimensional Systems Using the Johansen Test. Department of Economics, University of Copenhagen. 1995.

Author

Sørensen, Bent E. / Finding Cointegration Rank in High Dimensional Systems Using the Johansen Test. Department of Economics, University of Copenhagen, 1995.

Bibtex

@techreport{0e8fa35074c711dbbee902004c4f4f50,
title = "Finding Cointegration Rank in High Dimensional Systems Using the Johansen Test",
author = "S{\o}rensen, {Bent E.}",
year = "1995",
language = "English",
publisher = "Department of Economics, University of Copenhagen",
address = "Denmark",
type = "WorkingPaper",
institution = "Department of Economics, University of Copenhagen",

}

RIS

TY - UNPB

T1 - Finding Cointegration Rank in High Dimensional Systems Using the Johansen Test

AU - Sørensen, Bent E.

PY - 1995

Y1 - 1995

M3 - Working paper

BT - Finding Cointegration Rank in High Dimensional Systems Using the Johansen Test

PB - Department of Economics, University of Copenhagen

ER -

ID: 161720