Cointegration: a survey
Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
Standard
Cointegration: a survey. / Johansen, Søren.
Handbook of Econometrics: Vol 1 Econometric Theory. ed. / T.C. Mills; K.P. Palgrave. Vol. 1 Palgrave Macmillan, 2006. p. 540-577.Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
Harvard
Johansen, S 2006, Cointegration: a survey. in TC Mills & KP Palgrave (eds), Handbook of Econometrics: Vol 1 Econometric Theory. vol. 1, Palgrave Macmillan, pp. 540-577.
APA
Johansen, S. (2006). Cointegration: a survey. In T. C. Mills, & K. P. Palgrave (Eds.), Handbook of Econometrics: Vol 1 Econometric Theory (Vol. 1, pp. 540-577). Palgrave Macmillan.
Vancouver
Johansen S. Cointegration: a survey. In Mills TC, Palgrave KP, editors, Handbook of Econometrics: Vol 1 Econometric Theory. Vol. 1. Palgrave Macmillan. 2006. p. 540-577
Author
Bibtex
@inbook{994a76206c3611dcbee902004c4f4f50,
title = "Cointegration: a survey",
author = "S{\o}ren Johansen",
year = "2006",
language = "English",
volume = "1",
pages = "540--577",
editor = "T.C. Mills and K.P. Palgrave",
booktitle = "Handbook of Econometrics: Vol 1 Econometric Theory",
publisher = "Palgrave Macmillan",
address = "United Kingdom",
}
RIS
TY - CHAP
T1 - Cointegration: a survey
AU - Johansen, Søren
PY - 2006
Y1 - 2006
M3 - Book chapter
VL - 1
SP - 540
EP - 577
BT - Handbook of Econometrics: Vol 1 Econometric Theory
A2 - Mills, T.C.
A2 - Palgrave, K.P.
PB - Palgrave Macmillan
ER -
ID: 1083262