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

Originalsprog	Engelsk
Titel	General-to-Specific Modelling, Vol II
Redaktører	Julia Campos, Neil Ericsson, David Hendry
Forlag	Edward Elgar Publishing
Publikationsdato	2005
Sider	589-610
ISBN (Trykt)	1 825278 669 8
Status	Udgivet - 2005

Citationsformater

@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",

}