Determination of Cointegration Rank in the Presense of a Linear Trend
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Standard
Determination of Cointegration Rank in the Presense of a Linear Trend. / Johansen, Søren.
I: Oxford Bulletin of Economics and Statistics, Bind 54, Nr. 3, 1992, s. 384-97.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Harvard
Johansen, S 1992, 'Determination of Cointegration Rank in the Presense of a Linear Trend', Oxford Bulletin of Economics and Statistics, bind 54, nr. 3, s. 384-97.
APA
Johansen, S. (1992). Determination of Cointegration Rank in the Presense of a Linear Trend. Oxford Bulletin of Economics and Statistics, 54(3), 384-97.
Vancouver
Johansen S. Determination of Cointegration Rank in the Presense of a Linear Trend. Oxford Bulletin of Economics and Statistics. 1992;54(3):384-97.
Author
Bibtex
@article{525a22a074d011dbbee902004c4f4f50,
title = "Determination of Cointegration Rank in the Presense of a Linear Trend",
abstract = "Matematisk Statistik",
author = "S{\o}ren Johansen",
year = "1992",
language = "English",
volume = "54",
pages = "384--97",
journal = "Oxford Bulletin of Economics and Statistics",
issn = "0305-9049",
publisher = "Wiley-Blackwell",
number = "3",
}
RIS
TY - JOUR
T1 - Determination of Cointegration Rank in the Presense of a Linear Trend
AU - Johansen, Søren
PY - 1992
Y1 - 1992
N2 - Matematisk Statistik
AB - Matematisk Statistik
M3 - Journal article
VL - 54
SP - 384
EP - 397
JO - Oxford Bulletin of Economics and Statistics
JF - Oxford Bulletin of Economics and Statistics
SN - 0305-9049
IS - 3
ER -
ID: 292923