The interpretation of cointegrating coefficients in the cointegrated vector autoregressive model
Publikation: Working paper › Forskning
Standard
The interpretation of cointegrating coefficients in the cointegrated vector autoregressive model. / Johansen, Søren.
Københavns Universitet, 2002. s. 1-11.Publikation: Working paper › Forskning
Harvard
Johansen, S 2002 'The interpretation of cointegrating coefficients in the cointegrated vector autoregressive model' Københavns Universitet, s. 1-11.
APA
Johansen, S. (2002). The interpretation of cointegrating coefficients in the cointegrated vector autoregressive model. (s. 1-11).
Vancouver
Johansen S. The interpretation of cointegrating coefficients in the cointegrated vector autoregressive model. Københavns Universitet. 2002, s. 1-11.
Author
Bibtex
@techreport{67fd54c074c011dbbee902004c4f4f50,
title = "The interpretation of cointegrating coefficients in the cointegrated vector autoregressive model",
author = "S{\o}ren Johansen",
year = "2002",
language = "English",
pages = "1--11",
type = "WorkingPaper",
}
RIS
TY - UNPB
T1 - The interpretation of cointegrating coefficients in the cointegrated vector autoregressive model
AU - Johansen, Søren
PY - 2002
Y1 - 2002
M3 - Working paper
SP - 1
EP - 11
BT - The interpretation of cointegrating coefficients in the cointegrated vector autoregressive model
CY - Københavns Universitet
ER -
ID: 45187