'The variance of the estimated roots in a cointegrated vector autoregressive model

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

Standard

'The variance of the estimated roots in a cointegrated vector autoregressive model. / Johansen, Søren.

In: Journal of Time Series Analysis, Vol. 24, No. 6, 2003, p. 663-678.

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

Harvard

Johansen, S 2003, ''The variance of the estimated roots in a cointegrated vector autoregressive model', Journal of Time Series Analysis, vol. 24, no. 6, pp. 663-678.

APA

Johansen, S. (2003). 'The variance of the estimated roots in a cointegrated vector autoregressive model. Journal of Time Series Analysis, 24(6), 663-678.

Vancouver

Johansen S. 'The variance of the estimated roots in a cointegrated vector autoregressive model. Journal of Time Series Analysis. 2003;24(6):663-678.

Author

Johansen, Søren. / 'The variance of the estimated roots in a cointegrated vector autoregressive model. In: Journal of Time Series Analysis. 2003 ; Vol. 24, No. 6. pp. 663-678.

Bibtex

@article{84b0372074c211dbbee902004c4f4f50,
title = "'The variance of the estimated roots in a cointegrated vector autoregressive model",
author = "S{\o}ren Johansen",
year = "2003",
language = "English",
volume = "24",
pages = "663--678",
journal = "Journal of Time Series Analysis",
issn = "0143-9782",
publisher = "Wiley-Blackwell",
number = "6",

}

RIS

TY - JOUR

T1 - 'The variance of the estimated roots in a cointegrated vector autoregressive model

AU - Johansen, Søren

PY - 2003

Y1 - 2003

M3 - Journal article

VL - 24

SP - 663

EP - 678

JO - Journal of Time Series Analysis

JF - Journal of Time Series Analysis

SN - 0143-9782

IS - 6

ER -

ID: 76927