The cointegrated vector autoregressive model with general deterministic terms
Publikation: Working paper › Forskning
Standard
The cointegrated vector autoregressive model with general deterministic terms. / Johansen, Søren; Nielsen, Morten Ørregaard.
2016.Publikation: Working paper › Forskning
Harvard
Johansen, S & Nielsen, MØ 2016 'The cointegrated vector autoregressive model with general deterministic terms'. <http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2814482>
APA
Johansen, S., & Nielsen, M. Ø. (2016). The cointegrated vector autoregressive model with general deterministic terms. University of Copenhagen. Institute of Economics. Discussion Papers (Online) Nr. 16-07 http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2814482
Vancouver
Johansen S, Nielsen MØ. The cointegrated vector autoregressive model with general deterministic terms. 2016.
Author
Bibtex
@techreport{75791aad34ad4652a1c12dbabe629c95,
title = "The cointegrated vector autoregressive model with general deterministic terms",
author = "S{\o}ren Johansen and Nielsen, {Morten {\O}rregaard}",
year = "2016",
language = "English",
series = "University of Copenhagen. Institute of Economics. Discussion Papers (Online)",
number = "16-07",
type = "WorkingPaper",
}
RIS
TY - UNPB
T1 - The cointegrated vector autoregressive model with general deterministic terms
AU - Johansen, Søren
AU - Nielsen, Morten Ørregaard
PY - 2016
Y1 - 2016
M3 - Working paper
T3 - University of Copenhagen. Institute of Economics. Discussion Papers (Online)
BT - The cointegrated vector autoregressive model with general deterministic terms
ER -
ID: 164514523