Standard
Likelihood Based Inference for Cointegration of Non-Stationary Time Series. / Johansen, Søren; Cox, D.R. (Editor); Barndorff-Nielsen, Ole E. (Editor); Hinkley, David (Editor).
Likelihood, Time Series with Econometric and other Applications. ed. / D. R. Cox; David Hinkley; Ole E. Barndorff-Nielsen. Taylor & Francis, 1996.
Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
Harvard
Johansen, S, Cox, DR (ed.), Barndorff-Nielsen, OE (ed.) & Hinkley, D (ed.) 1996, Likelihood Based Inference for Cointegration of Non-Stationary Time Series. in DR Cox, D Hinkley & OE Barndorff-Nielsen (eds), Likelihood, Time Series with Econometric and other Applications. Taylor & Francis.
APA
Johansen, S., Cox, D. R. (Ed.), Barndorff-Nielsen, O. E. (Ed.), & Hinkley, D. (Ed.) (1996). Likelihood Based Inference for Cointegration of Non-Stationary Time Series. In D. R. Cox, D. Hinkley, & O. E. Barndorff-Nielsen (Eds.), Likelihood, Time Series with Econometric and other Applications Taylor & Francis.
Vancouver
Johansen S, Cox DR, (ed.), Barndorff-Nielsen OE, (ed.), Hinkley D, (ed.). Likelihood Based Inference for Cointegration of Non-Stationary Time Series. In Cox DR, Hinkley D, Barndorff-Nielsen OE, editors, Likelihood, Time Series with Econometric and other Applications. Taylor & Francis. 1996
Author
Johansen, Søren ; Cox, D.R. (Editor) ; Barndorff-Nielsen, Ole E. (Editor) ; Hinkley, David (Editor). / Likelihood Based Inference for Cointegration of Non-Stationary Time Series. Likelihood, Time Series with Econometric and other Applications. editor / D. R. Cox ; David Hinkley ; Ole E. Barndorff-Nielsen. Taylor & Francis, 1996.
Bibtex
@inbook{1ad703f0ed4811ddbf70000ea68e967b,
title = "Likelihood Based Inference for Cointegration of Non-Stationary Time Series",
author = "S{\o}ren Johansen and D.R. Cox and Barndorff-Nielsen, {Ole E.} and David Hinkley",
year = "1996",
language = "English",
isbn = "041272930X",
editor = "Cox, {D. R.} and David Hinkley and Barndorff-Nielsen, {Ole E.}",
booktitle = "Likelihood, Time Series with Econometric and other Applications",
publisher = "Taylor & Francis",
address = "United States",
}
RIS
TY - CHAP
T1 - Likelihood Based Inference for Cointegration of Non-Stationary Time Series
AU - Johansen, Søren
A2 - Cox, D.R.
A2 - Barndorff-Nielsen, Ole E.
A2 - Hinkley, David
A2 - Cox, D. R.
A2 - Hinkley, David
A2 - Barndorff-Nielsen, Ole E.
PY - 1996
Y1 - 1996
M3 - Book chapter
SN - 041272930X
BT - Likelihood, Time Series with Econometric and other Applications
PB - Taylor & Francis
ER -
