Weak exogeneity in I(2)VAR systems

Research output: Contribution to journal › Journal article › Research › peer-review

Standard

Weak exogeneity in I(2)VAR systems. / Rahbek, Anders; Paruolo, Paolo.

In: Journal of Econometrics, Vol. 93, 1999, p. 281-308.

Research output: Contribution to journal › Journal article › Research › peer-review

Harvard

Rahbek, A & Paruolo, P 1999, 'Weak exogeneity in I(2)VAR systems', Journal of Econometrics, vol. 93, pp. 281-308.

APA

Rahbek, A., & Paruolo, P. (1999). Weak exogeneity in I(2)VAR systems. Journal of Econometrics, 93, 281-308.

Vancouver

Rahbek A, Paruolo P. Weak exogeneity in I(2)VAR systems. Journal of Econometrics. 1999;93:281-308.

Author

Rahbek, Anders ; Paruolo, Paolo. / Weak exogeneity in I(2)VAR systems. In: Journal of Econometrics. 1999 ; Vol. 93. pp. 281-308.

Bibtex

@article{2215477074c911dbbee902004c4f4f50,
title = "Weak exogeneity in I(2)VAR systems",
author = "Anders Rahbek and Paolo Paruolo",
year = "1999",
language = "English",
volume = "93",
pages = "281--308",
journal = "Journal of Econometrics",
issn = "0304-4076",
publisher = "Elsevier",

}

RIS

TY - JOUR

T1 - Weak exogeneity in I(2)VAR systems

AU - Rahbek, Anders

AU - Paruolo, Paolo

PY - 1999

Y1 - 1999

M3 - Journal article

VL - 93

SP - 281

EP - 308

JO - Journal of Econometrics

JF - Journal of Econometrics

SN - 0304-4076

ER -

ID: 194721