Cointegration analysis in the presence of structural breaks in the deterministic trend
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Standard
Cointegration analysis in the presence of structural breaks in the deterministic trend. / Johansen, Søren; Nielsen, Bent; Mosconi, Rocco.
I: Econometrics Journal, Bind 3, Nr. 2, 2000, s. 216-249.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Harvard
Johansen, S, Nielsen, B & Mosconi, R 2000, 'Cointegration analysis in the presence of structural breaks in the deterministic trend', Econometrics Journal, bind 3, nr. 2, s. 216-249. https://doi.org/10.1111/1368-423X.00047
APA
Johansen, S., Nielsen, B., & Mosconi, R. (2000). Cointegration analysis in the presence of structural breaks in the deterministic trend. Econometrics Journal, 3(2), 216-249. https://doi.org/10.1111/1368-423X.00047
Vancouver
Johansen S, Nielsen B, Mosconi R. Cointegration analysis in the presence of structural breaks in the deterministic trend. Econometrics Journal. 2000;3(2):216-249. https://doi.org/10.1111/1368-423X.00047
Author
Bibtex
@article{587915d0ed2b11ddbf70000ea68e967b,
title = "Cointegration analysis in the presence of structural breaks in the deterministic trend",
author = "S{\o}ren Johansen and Bent Nielsen and Rocco Mosconi",
year = "2000",
doi = "10.1111/1368-423X.00047",
language = "English",
volume = "3",
pages = "216--249",
journal = "Econometrics Journal",
issn = "1368-4221",
publisher = "Wiley",
number = "2",
}
RIS
TY - JOUR
T1 - Cointegration analysis in the presence of structural breaks in the deterministic trend
AU - Johansen, Søren
AU - Nielsen, Bent
AU - Mosconi, Rocco
PY - 2000
Y1 - 2000
U2 - 10.1111/1368-423X.00047
DO - 10.1111/1368-423X.00047
M3 - Journal article
VL - 3
SP - 216
EP - 249
JO - Econometrics Journal
JF - Econometrics Journal
SN - 1368-4221
IS - 2
ER -
ID: 9968907