Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
Research output: Contribution to journal › Journal article › Research › peer-review
Standard
Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models. / Johansen, Søren.
In: Econometrica, Vol. 59, No. 6, 1991, p. 1551-80.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Johansen, S 1991, 'Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models', Econometrica, vol. 59, no. 6, pp. 1551-80.
APA
Johansen, S. (1991). Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models. Econometrica, 59(6), 1551-80.
Vancouver
Johansen S. Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models. Econometrica. 1991;59(6):1551-80.
Author
Bibtex
@article{b1e8b88074d011dbbee902004c4f4f50,
title = "Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models",
abstract = "Matematisk Statistik",
author = "S{\o}ren Johansen",
year = "1991",
language = "English",
volume = "59",
pages = "1551--80",
journal = "Econometrica",
issn = "0012-9682",
publisher = "Wiley-Blackwell",
number = "6",
}
RIS
TY - JOUR
T1 - Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
AU - Johansen, Søren
PY - 1991
Y1 - 1991
N2 - Matematisk Statistik
AB - Matematisk Statistik
M3 - Journal article
VL - 59
SP - 1551
EP - 1580
JO - Econometrica
JF - Econometrica
SN - 0012-9682
IS - 6
ER -
ID: 299119