Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models

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Standard

Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models. / Johansen, Søren.

I: Econometrica, Bind 59, Nr. 6, 1991, s. 1551-80.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Johansen, S 1991, 'Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models', Econometrica, bind 59, nr. 6, s. 1551-80.

APA

Johansen, S. (1991). Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models. Econometrica, 59(6), 1551-80.

Vancouver

Johansen S. Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models. Econometrica. 1991;59(6):1551-80.

Author

Johansen, Søren. / Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models. I: Econometrica. 1991 ; Bind 59, Nr. 6. s. 1551-80.

Bibtex

@article{b1e8b88074d011dbbee902004c4f4f50,

title = "Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models",

abstract = "Matematisk Statistik",

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

year = "1991",

language = "English",

volume = "59",

pages = "1551--80",

journal = "Econometrica",

issn = "0012-9682",

publisher = "Wiley-Blackwell",

number = "6",

}

RIS

TY - JOUR

T1 - Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models

AU - Johansen, Søren

PY - 1991

Y1 - 1991

N2 - Matematisk Statistik

AB - Matematisk Statistik

M3 - Journal article

VL - 59

SP - 1551

EP - 1580

JO - Econometrica

JF - Econometrica

SN - 0012-9682

IS - 6

ER -

ID: 299119