Statistical Analysis of Cointegration Vectors

Abstract

Matematisk statistik

Original language	English
Title of host publication	Long-Run Economic Relationships-Readings in Cointegration
Editors	Clive Granger, Robert Engle
Publisher	Oxford University Press
Publication date	1991
Pages	131-52
ISBN (Print)	0-19-828339-3
Publication status	Published - 1991

@inbook{64cbdb3074d111dbbee902004c4f4f50,

title = "Statistical Analysis of Cointegration Vectors",

abstract = "Matematisk statistik",

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

year = "1991",

language = "English",

isbn = "0-19-828339-3",

pages = "131--52",

editor = "Clive Granger and Robert Engle",

booktitle = "Long-Run Economic Relationships-Readings in Cointegration",

publisher = "Oxford University Press",

address = "United Kingdom",

}