More on testing exact rational expectations in vector autoregressive models: Restricted constant and linear term
Research output: Contribution to journal › Journal article › Research › peer-review
Standard
More on testing exact rational expectations in vector autoregressive models: Restricted constant and linear term. / Johansen, Søren; Swensen, A.R.
In: Econometrics Journal, Vol. 7, 2004, p. 389-397.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Johansen, S & Swensen, AR 2004, 'More on testing exact rational expectations in vector autoregressive models: Restricted constant and linear term', Econometrics Journal, vol. 7, pp. 389-397.
APA
Johansen, S., & Swensen, A. R. (2004). More on testing exact rational expectations in vector autoregressive models: Restricted constant and linear term. Econometrics Journal, 7, 389-397.
Vancouver
Johansen S, Swensen AR. More on testing exact rational expectations in vector autoregressive models: Restricted constant and linear term. Econometrics Journal. 2004;7:389-397.
Author
Bibtex
@article{70a3c4e074c211dbbee902004c4f4f50,
title = "More on testing exact rational expectations in vector autoregressive models: Restricted constant and linear term",
author = "S{\o}ren Johansen and A.R. Swensen",
year = "2004",
language = "English",
volume = "7",
pages = "389--397",
journal = "Econometrics Journal",
issn = "1368-4221",
publisher = "Wiley",
}
RIS
TY - JOUR
T1 - More on testing exact rational expectations in vector autoregressive models: Restricted constant and linear term
AU - Johansen, Søren
AU - Swensen, A.R.
PY - 2004
Y1 - 2004
M3 - Journal article
VL - 7
SP - 389
EP - 397
JO - Econometrics Journal
JF - Econometrics Journal
SN - 1368-4221
ER -
ID: 74997