A Small Sample Correction of the Test for Cointegrating Rank in the Vector Autoregressive Model
Research output: Contribution to journal › Journal article › Research › peer-review
Standard
A Small Sample Correction of the Test for Cointegrating Rank in the Vector Autoregressive Model. / Johansen, Søren.
In: Econometrica, Vol. 70, 2002, p. 1929-1961.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Johansen, S 2002, 'A Small Sample Correction of the Test for Cointegrating Rank in the Vector Autoregressive Model', Econometrica, vol. 70, pp. 1929-1961.
APA
Johansen, S. (2002). A Small Sample Correction of the Test for Cointegrating Rank in the Vector Autoregressive Model. Econometrica, 70, 1929-1961.
Vancouver
Johansen S. A Small Sample Correction of the Test for Cointegrating Rank in the Vector Autoregressive Model. Econometrica. 2002;70:1929-1961.
Author
Bibtex
@article{a1f09e6074c211dbbee902004c4f4f50,
title = "A Small Sample Correction of the Test for Cointegrating Rank in the Vector Autoregressive Model",
abstract = "Barhett Correctionh, Small Sample Proples, Chritigration, Rank....",
author = "S{\o}ren Johansen",
year = "2002",
language = "English",
volume = "70",
pages = "1929--1961",
journal = "Econometrica",
issn = "0012-9682",
publisher = "Wiley-Blackwell",
}
RIS
TY - JOUR
T1 - A Small Sample Correction of the Test for Cointegrating Rank in the Vector Autoregressive Model
AU - Johansen, Søren
PY - 2002
Y1 - 2002
N2 - Barhett Correctionh, Small Sample Proples, Chritigration, Rank....
AB - Barhett Correctionh, Small Sample Proples, Chritigration, Rank....
M3 - Journal article
VL - 70
SP - 1929
EP - 1961
JO - Econometrica
JF - Econometrica
SN - 0012-9682
ER -
ID: 79265