Testing Weak Exogeneity and the Order of Cointegration in the UK Money Demand Data

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

Standard

Testing Weak Exogeneity and the Order of Cointegration in the UK Money Demand Data. / Johansen, Søren.

General-to-Specific Modelling, Vol II. ed. / Julia Campos; Neil Ericsson; David Hendry. Edward Elgar Publishing, 2005. p. 589-610.

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

Harvard

Johansen, S 2005, Testing Weak Exogeneity and the Order of Cointegration in the UK Money Demand Data. in J Campos, N Ericsson & D Hendry (eds), General-to-Specific Modelling, Vol II. Edward Elgar Publishing, pp. 589-610.

APA

Johansen, S. (2005). Testing Weak Exogeneity and the Order of Cointegration in the UK Money Demand Data. In J. Campos, N. Ericsson, & D. Hendry (Eds.), General-to-Specific Modelling, Vol II (pp. 589-610). Edward Elgar Publishing.

Vancouver

Johansen S. Testing Weak Exogeneity and the Order of Cointegration in the UK Money Demand Data. In Campos J, Ericsson N, Hendry D, editors, General-to-Specific Modelling, Vol II. Edward Elgar Publishing. 2005. p. 589-610

Author

Johansen, Søren. / Testing Weak Exogeneity and the Order of Cointegration in the UK Money Demand Data. General-to-Specific Modelling, Vol II. editor / Julia Campos ; Neil Ericsson ; David Hendry. Edward Elgar Publishing, 2005. pp. 589-610

Bibtex

@inbook{7b911f2074c111dbbee902004c4f4f50,
title = "Testing Weak Exogeneity and the Order of Cointegration in the UK Money Demand Data",
author = "S{\o}ren Johansen",
year = "2005",
language = "English",
isbn = "1 825278 669 8",
pages = "589--610",
editor = "Julia Campos and Neil Ericsson and David Hendry",
booktitle = "General-to-Specific Modelling, Vol II",
publisher = "Edward Elgar Publishing",
address = "United Kingdom",

}

RIS

TY - CHAP

T1 - Testing Weak Exogeneity and the Order of Cointegration in the UK Money Demand Data

AU - Johansen, Søren

PY - 2005

Y1 - 2005

M3 - Book chapter

SN - 1 825278 669 8

SP - 589

EP - 610

BT - General-to-Specific Modelling, Vol II

A2 - Campos, Julia

A2 - Ericsson, Neil

A2 - Hendry, David

PB - Edward Elgar Publishing

ER -

ID: 60247