Determination of Cointegration Rank in the Presense of a Linear Trend

Research output: Contribution to journal › Journal article › Research › peer-review

Standard

Determination of Cointegration Rank in the Presense of a Linear Trend. / Johansen, Søren.

In: Oxford Bulletin of Economics and Statistics, Vol. 54, No. 3, 1992, p. 384-97.

Research output: Contribution to journal › Journal article › Research › peer-review

Harvard

Johansen, S 1992, 'Determination of Cointegration Rank in the Presense of a Linear Trend', Oxford Bulletin of Economics and Statistics, vol. 54, no. 3, pp. 384-97.

APA

Johansen, S. (1992). Determination of Cointegration Rank in the Presense of a Linear Trend. Oxford Bulletin of Economics and Statistics, 54(3), 384-97.

Vancouver

Johansen S. Determination of Cointegration Rank in the Presense of a Linear Trend. Oxford Bulletin of Economics and Statistics. 1992;54(3):384-97.

Author

Johansen, Søren. / Determination of Cointegration Rank in the Presense of a Linear Trend. In: Oxford Bulletin of Economics and Statistics. 1992 ; Vol. 54, No. 3. pp. 384-97.

Bibtex

@article{525a22a074d011dbbee902004c4f4f50,
title = "Determination of Cointegration Rank in the Presense of a Linear Trend",
abstract = "Matematisk Statistik",
author = "S{\o}ren Johansen",
year = "1992",
language = "English",
volume = "54",
pages = "384--97",
journal = "Oxford Bulletin of Economics and Statistics",
issn = "0305-9049",
publisher = "Wiley-Blackwell",
number = "3",

}

RIS

TY - JOUR

T1 - Determination of Cointegration Rank in the Presense of a Linear Trend

AU - Johansen, Søren

PY - 1992

Y1 - 1992

N2 - Matematisk Statistik

AB - Matematisk Statistik

M3 - Journal article

VL - 54

SP - 384

EP - 397

JO - Oxford Bulletin of Economics and Statistics

JF - Oxford Bulletin of Economics and Statistics

SN - 0305-9049

IS - 3

ER -

ID: 292923