The Role of the Constant and Linear Terms in Cointegration Analysis of Nonstationary Variables
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Standard
The Role of the Constant and Linear Terms in Cointegration Analysis of Nonstationary Variables. / Johansen, Søren.
I: Econometric Reviews, Bind 13, Nr. 2, 1994, s. 205-229.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Harvard
Johansen, S 1994, 'The Role of the Constant and Linear Terms in Cointegration Analysis of Nonstationary Variables', Econometric Reviews, bind 13, nr. 2, s. 205-229.
APA
Johansen, S. (1994). The Role of the Constant and Linear Terms in Cointegration Analysis of Nonstationary Variables. Econometric Reviews, 13(2), 205-229.
Vancouver
Johansen S. The Role of the Constant and Linear Terms in Cointegration Analysis of Nonstationary Variables. Econometric Reviews. 1994;13(2):205-229.
Author
Bibtex
@article{9cb600a074ce11dbbee902004c4f4f50,
title = "The Role of the Constant and Linear Terms in Cointegration Analysis of Nonstationary Variables",
abstract = "Matematisk Statistik",
author = "S{\o}ren Johansen",
year = "1994",
language = "English",
volume = "13",
pages = "205--229",
journal = "Econometric Reviews",
issn = "0747-4938",
publisher = "Taylor & Francis",
number = "2",
}
RIS
TY - JOUR
T1 - The Role of the Constant and Linear Terms in Cointegration Analysis of Nonstationary Variables
AU - Johansen, Søren
PY - 1994
Y1 - 1994
N2 - Matematisk Statistik
AB - Matematisk Statistik
M3 - Journal article
VL - 13
SP - 205
EP - 229
JO - Econometric Reviews
JF - Econometric Reviews
SN - 0747-4938
IS - 2
ER -
ID: 265542