Asymptotic Inference on Cointegration Rank in Partial Systems

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Standard

Asymptotic Inference on Cointegration Rank in Partial Systems. / Rahbek, Anders; Harbo, Ingrid; Johansen, Søren; Nielsen, Bent.

I: Journal of Business and Economic Statistics, Bind 16, 1998, s. 388-399.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Rahbek, A, Harbo, I, Johansen, S & Nielsen, B 1998, 'Asymptotic Inference on Cointegration Rank in Partial Systems', Journal of Business and Economic Statistics, bind 16, s. 388-399.

APA

Rahbek, A., Harbo, I., Johansen, S., & Nielsen, B. (1998). Asymptotic Inference on Cointegration Rank in Partial Systems. Journal of Business and Economic Statistics, 16, 388-399.

Vancouver

Rahbek A, Harbo I, Johansen S, Nielsen B. Asymptotic Inference on Cointegration Rank in Partial Systems. Journal of Business and Economic Statistics. 1998;16:388-399.

Author

Rahbek, Anders ; Harbo, Ingrid ; Johansen, Søren ; Nielsen, Bent. / Asymptotic Inference on Cointegration Rank in Partial Systems. I: Journal of Business and Economic Statistics. 1998 ; Bind 16. s. 388-399.

Bibtex

@article{a93f7fb074c211dbbee902004c4f4f50,
title = "Asymptotic Inference on Cointegration Rank in Partial Systems",
author = "Anders Rahbek and Ingrid Harbo and S{\o}ren Johansen and Bent Nielsen",
year = "1998",
language = "English",
volume = "16",
pages = "388--399",
journal = "Journal of Business and Economic Statistics",
issn = "0735-0015",
publisher = "Taylor & Francis",

}

RIS

TY - JOUR

T1 - Asymptotic Inference on Cointegration Rank in Partial Systems

AU - Rahbek, Anders

AU - Harbo, Ingrid

AU - Johansen, Søren

AU - Nielsen, Bent

PY - 1998

Y1 - 1998

M3 - Journal article

VL - 16

SP - 388

EP - 399

JO - Journal of Business and Economic Statistics

JF - Journal of Business and Economic Statistics

SN - 0735-0015

ER -

ID: 80049