Granger's Representation Theorem and Multicointegration
Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning
Standard
Granger's Representation Theorem and Multicointegration. / Engsted, Tom; Johansen, Søren.
Cointegration, Causality and Forecasting: Festschrift in Honour of Clive Granger. red. / Robert Engle; Hal White. Oxford University Press, 1999. s. 200-212.Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning
Harvard
Engsted, T & Johansen, S 1999, Granger's Representation Theorem and Multicointegration. i R Engle & H White (red), Cointegration, Causality and Forecasting: Festschrift in Honour of Clive Granger. Oxford University Press, s. 200-212.
APA
Engsted, T., & Johansen, S. (1999). Granger's Representation Theorem and Multicointegration. I R. Engle, & H. White (red.), Cointegration, Causality and Forecasting: Festschrift in Honour of Clive Granger (s. 200-212). Oxford University Press.
Vancouver
Engsted T, Johansen S. Granger's Representation Theorem and Multicointegration. I Engle R, White H, red., Cointegration, Causality and Forecasting: Festschrift in Honour of Clive Granger. Oxford University Press. 1999. s. 200-212
Author
Bibtex
@inbook{e724de80ed2c11ddbf70000ea68e967b,
title = "Granger's Representation Theorem and Multicointegration",
author = "Tom Engsted and S{\o}ren Johansen",
year = "1999",
language = "English",
isbn = "0198296835",
pages = "200--212",
editor = "Robert Engle and Hal White",
booktitle = "Cointegration, Causality and Forecasting",
publisher = "Oxford University Press",
address = "United Kingdom",
}
RIS
TY - CHAP
T1 - Granger's Representation Theorem and Multicointegration
AU - Engsted, Tom
AU - Johansen, Søren
PY - 1999
Y1 - 1999
M3 - Book chapter
SN - 0198296835
SP - 200
EP - 212
BT - Cointegration, Causality and Forecasting
A2 - Engle, Robert
A2 - White, Hal
PB - Oxford University Press
ER -
ID: 9969418