A Small Sample Correction for Tests of Hypotheses on the Cointegrating Vectors
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Standard
A Small Sample Correction for Tests of Hypotheses on the Cointegrating Vectors. / Johansen, Søren.
I: Journal of Econometrics, Bind 111, Nr. 2, 2002, s. 195-221.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Harvard
Johansen, S 2002, 'A Small Sample Correction for Tests of Hypotheses on the Cointegrating Vectors', Journal of Econometrics, bind 111, nr. 2, s. 195-221.
APA
Johansen, S. (2002). A Small Sample Correction for Tests of Hypotheses on the Cointegrating Vectors. Journal of Econometrics, 111(2), 195-221.
Vancouver
Johansen S. A Small Sample Correction for Tests of Hypotheses on the Cointegrating Vectors. Journal of Econometrics. 2002;111(2):195-221.
Author
Bibtex
@article{a1b8ec9074c211dbbee902004c4f4f50,
title = "A Small Sample Correction for Tests of Hypotheses on the Cointegrating Vectors",
abstract = "VAR model, Cointegration, Smalll sample propirties, Barlett Correction",
author = "S{\o}ren Johansen",
year = "2002",
language = "English",
volume = "111",
pages = "195--221",
journal = "Journal of Econometrics",
issn = "0304-4076",
publisher = "Elsevier",
number = "2",
}
RIS
TY - JOUR
T1 - A Small Sample Correction for Tests of Hypotheses on the Cointegrating Vectors
AU - Johansen, Søren
PY - 2002
Y1 - 2002
N2 - VAR model, Cointegration, Smalll sample propirties, Barlett Correction
AB - VAR model, Cointegration, Smalll sample propirties, Barlett Correction
M3 - Journal article
VL - 111
SP - 195
EP - 221
JO - Journal of Econometrics
JF - Journal of Econometrics
SN - 0304-4076
IS - 2
ER -
ID: 79229