A Note on testing restrictions for the cointegration parameters of a VAR with I(2) variables

Research output: Contribution to journal › Journal article › Research › peer-review

Standard

A Note on testing restrictions for the cointegration parameters of a VAR with I(2) variables. / Johansen, Søren; Lütkepohl, Helmut.

In: Econometric Theory, No. 21, 2005, p. 653-658.

Research output: Contribution to journal › Journal article › Research › peer-review

Harvard

Johansen, S & Lütkepohl, H 2005, 'A Note on testing restrictions for the cointegration parameters of a VAR with I(2) variables', Econometric Theory, no. 21, pp. 653-658.

APA

Johansen, S., & Lütkepohl, H. (2005). A Note on testing restrictions for the cointegration parameters of a VAR with I(2) variables. Econometric Theory, (21), 653-658.

Vancouver

Johansen S, Lütkepohl H. A Note on testing restrictions for the cointegration parameters of a VAR with I(2) variables. Econometric Theory. 2005;(21):653-658.

Author

Johansen, Søren ; Lütkepohl, Helmut. / A Note on testing restrictions for the cointegration parameters of a VAR with I(2) variables. In: Econometric Theory. 2005 ; No. 21. pp. 653-658.

Bibtex

@article{555876e074c211dbbee902004c4f4f50,
title = "A Note on testing restrictions for the cointegration parameters of a VAR with I(2) variables",
author = "S{\o}ren Johansen and Helmut L{\"u}tkepohl",
year = "2005",
language = "English",
pages = "653--658",
journal = "Econometric Theory",
issn = "0266-4666",
publisher = "Cambridge University Press",
number = "21",

}

RIS

TY - JOUR

T1 - A Note on testing restrictions for the cointegration parameters of a VAR with I(2) variables

AU - Johansen, Søren

AU - Lütkepohl, Helmut

PY - 2005

Y1 - 2005

M3 - Journal article

SP - 653

EP - 658

JO - Econometric Theory

JF - Econometric Theory

SN - 0266-4666

IS - 21

ER -

ID: 73049