Statistical Analysis of Cointegration Vectors
Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
Standard
Statistical Analysis of Cointegration Vectors. / Johansen, Søren.
Long-Run Economic Relationships-Readings in Cointegration. ed. / Clive Granger; Robert Engle. Oxford University Press, 1991. p. 131-52.Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
Harvard
Johansen, S 1991, Statistical Analysis of Cointegration Vectors. in C Granger & R Engle (eds), Long-Run Economic Relationships-Readings in Cointegration. Oxford University Press, pp. 131-52.
APA
Johansen, S. (1991). Statistical Analysis of Cointegration Vectors. In C. Granger, & R. Engle (Eds.), Long-Run Economic Relationships-Readings in Cointegration (pp. 131-52). Oxford University Press.
Vancouver
Johansen S. Statistical Analysis of Cointegration Vectors. In Granger C, Engle R, editors, Long-Run Economic Relationships-Readings in Cointegration. Oxford University Press. 1991. p. 131-52
Author
Bibtex
@inbook{64cbdb3074d111dbbee902004c4f4f50,
title = "Statistical Analysis of Cointegration Vectors",
abstract = "Matematisk statistik",
author = "S{\o}ren Johansen",
year = "1991",
language = "English",
isbn = "0-19-828339-3",
pages = "131--52",
editor = "Clive Granger and Robert Engle",
booktitle = "Long-Run Economic Relationships-Readings in Cointegration",
publisher = "Oxford University Press",
address = "United Kingdom",
}
RIS
TY - CHAP
T1 - Statistical Analysis of Cointegration Vectors
AU - Johansen, Søren
PY - 1991
Y1 - 1991
N2 - Matematisk statistik
AB - Matematisk statistik
M3 - Book chapter
SN - 0-19-828339-3
SP - 131
EP - 152
BT - Long-Run Economic Relationships-Readings in Cointegration
A2 - Granger, Clive
A2 - Engle, Robert
PB - Oxford University Press
ER -
ID: 309979