Testing Exogeneity and the Order of Cointegration in U.K. Money Demand Data

Abstract

Matematisk Statistik

Originalsprog	Engelsk
Titel	Testing Exogeneity. Advanced Texts in Econometrics
Redaktører	Neil Ericsson, John Irons
Udgivelsessted	Oxford
Forlag	Oxford University Press
Publikationsdato	1994
Sider	121-143
ISBN (Trykt)	0198774044
Status	Udgivet - 1994

@inbook{f6c1910074cd11dbbee902004c4f4f50,

title = "Testing Exogeneity and the Order of Cointegration in U.K. Money Demand Data",

abstract = "Matematisk Statistik",

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

year = "1994",

language = "English",

isbn = "0198774044",

pages = "121--143",

editor = "Neil Ericsson and John Irons",

booktitle = "Testing Exogeneity. Advanced Texts in Econometrics",

publisher = "Oxford University Press",

address = "United Kingdom",

}

TY - CHAP

T1 - Testing Exogeneity and the Order of Cointegration in U.K. Money Demand Data

AU - Johansen, Søren

PY - 1994

Y1 - 1994

N2 - Matematisk Statistik

AB - Matematisk Statistik

M3 - Book chapter

SN - 0198774044

SP - 121

EP - 143

BT - Testing Exogeneity. Advanced Texts in Econometrics

A2 - Ericsson, Neil

A2 - Irons, John

PB - Oxford University Press

CY - Oxford

ER -