A Representation of Vector Autoregressive Processes Integrated of Order 2.
Research output: Contribution to journal › Journal article › Research › peer-review
Standard
A Representation of Vector Autoregressive Processes Integrated of Order 2. / Johansen, Søren.
In: Econometric Theory, Vol. 8, 1992, p. 188-202.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Johansen, S 1992, 'A Representation of Vector Autoregressive Processes Integrated of Order 2.', Econometric Theory, vol. 8, pp. 188-202.
APA
Johansen, S. (1992). A Representation of Vector Autoregressive Processes Integrated of Order 2. Econometric Theory, 8, 188-202.
Vancouver
Johansen S. A Representation of Vector Autoregressive Processes Integrated of Order 2. Econometric Theory. 1992;8:188-202.
Author
Bibtex
@article{56c353b074d111dbbee902004c4f4f50,
title = "A Representation of Vector Autoregressive Processes Integrated of Order 2.",
abstract = "Matematisk statistik",
author = "S{\o}ren Johansen",
year = "1992",
language = "English",
volume = "8",
pages = "188--202",
journal = "Econometric Theory",
issn = "0266-4666",
publisher = "Cambridge University Press",
}
RIS
TY - JOUR
T1 - A Representation of Vector Autoregressive Processes Integrated of Order 2.
AU - Johansen, Søren
PY - 1992
Y1 - 1992
N2 - Matematisk statistik
AB - Matematisk statistik
M3 - Journal article
VL - 8
SP - 188
EP - 202
JO - Econometric Theory
JF - Econometric Theory
SN - 0266-4666
ER -
ID: 308988