Likelihood analysis of the I(2) model
Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
Standard
Likelihood analysis of the I(2) model. / Johansen, Søren.
Recent Developments in Time Series, Vol I. ed. / Paul Newbold; Stephen Leyborne. Edward Elgar Publishing, 2003. p. 243-272.Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
Harvard
Johansen, S 2003, Likelihood analysis of the I(2) model. in P Newbold & S Leyborne (eds), Recent Developments in Time Series, Vol I. Edward Elgar Publishing, pp. 243-272.
APA
Johansen, S. (2003). Likelihood analysis of the I(2) model. In P. Newbold, & S. Leyborne (Eds.), Recent Developments in Time Series, Vol I (pp. 243-272). Edward Elgar Publishing.
Vancouver
Johansen S. Likelihood analysis of the I(2) model. In Newbold P, Leyborne S, editors, Recent Developments in Time Series, Vol I. Edward Elgar Publishing. 2003. p. 243-272
Author
Bibtex
@inbook{be946cf074c111dbbee902004c4f4f50,
title = "Likelihood analysis of the I(2) model",
author = "S{\o}ren Johansen",
year = "2003",
language = "English",
isbn = "1-84064-951-8",
pages = "243--272",
editor = "Paul Newbold and Stephen Leyborne",
booktitle = "Recent Developments in Time Series, Vol I",
publisher = "Edward Elgar Publishing",
address = "United Kingdom",
}
RIS
TY - CHAP
T1 - Likelihood analysis of the I(2) model
AU - Johansen, Søren
PY - 2003
Y1 - 2003
M3 - Book chapter
SN - 1-84064-951-8
SP - 243
EP - 272
BT - Recent Developments in Time Series, Vol I
A2 - Newbold, Paul
A2 - Leyborne, Stephen
PB - Edward Elgar Publishing
ER -
ID: 64890