Likelihood based inference for cointegration of non stationary time series
Research output: Working paper › Research
Standard
Likelihood based inference for cointegration of non stationary time series. / Johansen, Søren.
København, 1993. p. 30.Research output: Working paper › Research
Harvard
Johansen, S 1993 'Likelihood based inference for cointegration of non stationary time series' København, pp. 30.
APA
Johansen, S. (1993). Likelihood based inference for cointegration of non stationary time series. (pp. 30).
Vancouver
Johansen S. Likelihood based inference for cointegration of non stationary time series. København. 1993, p. 30.
Author
Bibtex
@techreport{62e9d160dbe411dd9473000ea68e967b,
title = "Likelihood based inference for cointegration of non stationary time series",
abstract = "Matematisk statistik",
author = "S{\o}ren Johansen",
year = "1993",
language = "English",
pages = "30",
type = "WorkingPaper",
}
RIS
TY - UNPB
T1 - Likelihood based inference for cointegration of non stationary time series
AU - Johansen, Søren
PY - 1993
Y1 - 1993
N2 - Matematisk statistik
AB - Matematisk statistik
M3 - Working paper
SP - 30
BT - Likelihood based inference for cointegration of non stationary time series
CY - København
ER -
ID: 9535976