Cointegration in the VAR model

Originalsprog	Engelsk
Titel	A Course in Time Series Analysis
Redaktører	Daniel Peña, George C. Tiao, Ruey S. Tsay
Antal sider	28
Forlag	Wiley
Publikationsdato	2001
Sider	408-435
ISBN (Trykt)	9780471361640
Status	Udgivet - 2001

Citationsformater

@inbook{c8b68ac0cd1011dd9473000ea68e967b,

title = "Cointegration in the VAR model",

author = "S{\o}ren Johansen",

year = "2001",

language = "English",

isbn = "9780471361640",

pages = "408--435",

editor = "Daniel Pe{\~n}a and Tiao, {George C.} and Tsay, {Ruey S.}",

booktitle = "A Course in Time Series Analysis",

publisher = "Wiley",

address = "United States",

}