The Power Function of the Likelihood Ratio Test for Cointegration
Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning
Standard
The Power Function of the Likelihood Ratio Test for Cointegration. / Johansen, Søren.
Econometric Decision Models: New Methods of Modeling and Applications: Proceedings of the 2nd International Conference on Econometric Decision Models. red. / Josef Gruber. Springer, 1991. s. 324-335.Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning
Harvard
Johansen, S 1991, The Power Function of the Likelihood Ratio Test for Cointegration. i J Gruber (red.), Econometric Decision Models: New Methods of Modeling and Applications: Proceedings of the 2nd International Conference on Econometric Decision Models. Springer, s. 324-335.
APA
Johansen, S. (1991). The Power Function of the Likelihood Ratio Test for Cointegration. I J. Gruber (red.), Econometric Decision Models: New Methods of Modeling and Applications: Proceedings of the 2nd International Conference on Econometric Decision Models (s. 324-335). Springer.
Vancouver
Johansen S. The Power Function of the Likelihood Ratio Test for Cointegration. I Gruber J, red., Econometric Decision Models: New Methods of Modeling and Applications: Proceedings of the 2nd International Conference on Econometric Decision Models. Springer. 1991. s. 324-335
Author
Bibtex
@inbook{c8449c60ed4c11ddbf70000ea68e967b,
title = "The Power Function of the Likelihood Ratio Test for Cointegration",
author = "S{\o}ren Johansen",
year = "1991",
language = "English",
isbn = "0387543732",
pages = "324--335",
editor = "Josef Gruber",
booktitle = "Econometric Decision Models",
publisher = "Springer",
address = "Switzerland",
}
RIS
TY - CHAP
T1 - The Power Function of the Likelihood Ratio Test for Cointegration
AU - Johansen, Søren
PY - 1991
Y1 - 1991
M3 - Book chapter
SN - 0387543732
SP - 324
EP - 335
BT - Econometric Decision Models
A2 - Gruber, Josef
PB - Springer
ER -
ID: 9974453