Cointegration in partial systems and the efficiency of single-equation analysis
Research output: Contribution to journal › Journal article › Research › peer-review
Standard
Cointegration in partial systems and the efficiency of single-equation analysis. / Johansen, Søren.
In: Journal of Econometrics, Vol. 52, 1992, p. 389-402.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Johansen, S 1992, 'Cointegration in partial systems and the efficiency of single-equation analysis', Journal of Econometrics, vol. 52, pp. 389-402.
APA
Johansen, S. (1992). Cointegration in partial systems and the efficiency of single-equation analysis. Journal of Econometrics, 52, 389-402.
Vancouver
Johansen S. Cointegration in partial systems and the efficiency of single-equation analysis. Journal of Econometrics. 1992;52:389-402.
Author
Bibtex
@article{576b2c7074d111dbbee902004c4f4f50,
title = "Cointegration in partial systems and the efficiency of single-equation analysis",
abstract = "Matematisk Statistik",
author = "S{\o}ren Johansen",
year = "1992",
language = "English",
volume = "52",
pages = "389--402",
journal = "Journal of Econometrics",
issn = "0304-4076",
publisher = "Elsevier",
}
RIS
TY - JOUR
T1 - Cointegration in partial systems and the efficiency of single-equation analysis
AU - Johansen, Søren
PY - 1992
Y1 - 1992
N2 - Matematisk Statistik
AB - Matematisk Statistik
M3 - Journal article
VL - 52
SP - 389
EP - 402
JO - Journal of Econometrics
JF - Journal of Econometrics
SN - 0304-4076
ER -
ID: 309030