More on testing exact rational expectations in vector autoregressive models: Restricted constant and linear term

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Standard

More on testing exact rational expectations in vector autoregressive models: Restricted constant and linear term. / Johansen, Søren; Swensen, A.R.

I: Econometrics Journal, Bind 7, 2004, s. 389-397.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Johansen, S & Swensen, AR 2004, 'More on testing exact rational expectations in vector autoregressive models: Restricted constant and linear term', Econometrics Journal, bind 7, s. 389-397.

APA

Johansen, S., & Swensen, A. R. (2004). More on testing exact rational expectations in vector autoregressive models: Restricted constant and linear term. Econometrics Journal, 7, 389-397.

Vancouver

Johansen S, Swensen AR. More on testing exact rational expectations in vector autoregressive models: Restricted constant and linear term. Econometrics Journal. 2004;7:389-397.

Author

Johansen, Søren ; Swensen, A.R. / More on testing exact rational expectations in vector autoregressive models: Restricted constant and linear term. I: Econometrics Journal. 2004 ; Bind 7. s. 389-397.

Bibtex

@article{70a3c4e074c211dbbee902004c4f4f50,
title = "More on testing exact rational expectations in vector autoregressive models: Restricted constant and linear term",
author = "S{\o}ren Johansen and A.R. Swensen",
year = "2004",
language = "English",
volume = "7",
pages = "389--397",
journal = "Econometrics Journal",
issn = "1368-4221",
publisher = "Wiley",

}

RIS

TY - JOUR

T1 - More on testing exact rational expectations in vector autoregressive models: Restricted constant and linear term

AU - Johansen, Søren

AU - Swensen, A.R.

PY - 2004

Y1 - 2004

M3 - Journal article

VL - 7

SP - 389

EP - 397

JO - Econometrics Journal

JF - Econometrics Journal

SN - 1368-4221

ER -

ID: 74997