Likelihood-based inference in cointegrated vector auto-regressive models

Research output: Book/ReportBookResearchpeer-review

Standard

Likelihood-based inference in cointegrated vector auto-regressive models. / Johansen, Søren.

Great Britain : Oxford University Press, 1995. 267 p.

Research output: Book/ReportBookResearchpeer-review

Harvard

Johansen, S 1995, Likelihood-based inference in cointegrated vector auto-regressive models. Oxford University Press, Great Britain.

APA

Johansen, S. (1995). Likelihood-based inference in cointegrated vector auto-regressive models. Oxford University Press.

Vancouver

Johansen S. Likelihood-based inference in cointegrated vector auto-regressive models. Great Britain: Oxford University Press, 1995. 267 p.

Author

Johansen, Søren. / Likelihood-based inference in cointegrated vector auto-regressive models. Great Britain : Oxford University Press, 1995. 267 p.

Bibtex

@book{298659f074cd11dbbee902004c4f4f50,
title = "Likelihood-based inference in cointegrated vector auto-regressive models",
abstract = "Matematisk statistik",
author = "S{\o}ren Johansen",
year = "1995",
language = "English",
publisher = "Oxford University Press",
address = "United Kingdom",

}

RIS

TY - BOOK

T1 - Likelihood-based inference in cointegrated vector auto-regressive models

AU - Johansen, Søren

PY - 1995

Y1 - 1995

N2 - Matematisk statistik

AB - Matematisk statistik

M3 - Book

BT - Likelihood-based inference in cointegrated vector auto-regressive models

PB - Oxford University Press

CY - Great Britain

ER -

ID: 242743