Cointegration: a survey

Original language	English
Title of host publication	Handbook of Econometrics: Vol 1 Econometric Theory
Editors	T.C. Mills, K.P. Palgrave
Volume	1
Publisher	Palgrave Macmillan
Publication date	2006
Pages	540-577
Publication status	Published - 2006

Cite this

@inbook{994a76206c3611dcbee902004c4f4f50,

title = "Cointegration: a survey",

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

year = "2006",

language = "English",

volume = "1",

pages = "540--577",

editor = "T.C. Mills and K.P. Palgrave",

booktitle = "Handbook of Econometrics: Vol 1 Econometric Theory",

publisher = "Palgrave Macmillan",

address = "United Kingdom",

}