Likelihood based inference for cointegration of non stationary time series

Publikation: Working paper › Forskning

Standard

Likelihood based inference for cointegration of non stationary time series. / Johansen, Søren.

København, 1993. s. 30.

Publikation: Working paper › Forskning

Harvard

Johansen, S 1993 'Likelihood based inference for cointegration of non stationary time series' København, s. 30.

APA

Johansen, S. (1993). Likelihood based inference for cointegration of non stationary time series. (s. 30).

Vancouver

Johansen S. Likelihood based inference for cointegration of non stationary time series. København. 1993, s. 30.

Author

Johansen, Søren. / Likelihood based inference for cointegration of non stationary time series. København, 1993. s. 30

Bibtex

@techreport{62e9d160dbe411dd9473000ea68e967b,
title = "Likelihood based inference for cointegration of non stationary time series",
abstract = "Matematisk statistik",
author = "S{\o}ren Johansen",
year = "1993",
language = "English",
pages = "30",
type = "WorkingPaper",

}

RIS

TY - UNPB

T1 - Likelihood based inference for cointegration of non stationary time series

AU - Johansen, Søren

PY - 1993

Y1 - 1993

N2 - Matematisk statistik

AB - Matematisk statistik

M3 - Working paper

SP - 30

BT - Likelihood based inference for cointegration of non stationary time series

CY - København

ER -

ID: 9535976