Cointegration Rank Inference with Stationary Regressors in VAR Models

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Standard

Cointegration Rank Inference with Stationary Regressors in VAR Models. / Rahbek, Anders; Mosconi, R.

I: Econometrics Journal, Nr. 2, 1999, s. 82-97.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Rahbek, A & Mosconi, R 1999, 'Cointegration Rank Inference with Stationary Regressors in VAR Models', Econometrics Journal, nr. 2, s. 82-97.

APA

Rahbek, A., & Mosconi, R. (1999). Cointegration Rank Inference with Stationary Regressors in VAR Models. Econometrics Journal, (2), 82-97.

Vancouver

Rahbek A, Mosconi R. Cointegration Rank Inference with Stationary Regressors in VAR Models. Econometrics Journal. 1999;(2):82-97.

Author

Rahbek, Anders ; Mosconi, R. / Cointegration Rank Inference with Stationary Regressors in VAR Models. I: Econometrics Journal. 1999 ; Nr. 2. s. 82-97.

Bibtex

@article{2d1522d074c911dbbee902004c4f4f50,
title = "Cointegration Rank Inference with Stationary Regressors in VAR Models",
author = "Anders Rahbek and R. Mosconi",
year = "1999",
language = "English",
pages = "82--97",
journal = "Econometrics Journal",
issn = "1368-4221",
publisher = "Wiley",
number = "2",

}

RIS

TY - JOUR

T1 - Cointegration Rank Inference with Stationary Regressors in VAR Models

AU - Rahbek, Anders

AU - Mosconi, R.

PY - 1999

Y1 - 1999

M3 - Journal article

SP - 82

EP - 97

JO - Econometrics Journal

JF - Econometrics Journal

SN - 1368-4221

IS - 2

ER -

ID: 195426