Recursive Estimation in Cointegrated VAR-Models
Research output: Working paper › Research
Standard
Recursive Estimation in Cointegrated VAR-Models. / Hansen, Henrik; Johansen, Søren.
Institute of Economics, University of Copenhagen, 1992.Research output: Working paper › Research
Harvard
Hansen, H & Johansen, S 1992 'Recursive Estimation in Cointegrated VAR-Models' Institute of Economics, University of Copenhagen.
APA
Hansen, H., & Johansen, S. (1992). Recursive Estimation in Cointegrated VAR-Models. Institute of Economics, University of Copenhagen.
Vancouver
Hansen H, Johansen S. Recursive Estimation in Cointegrated VAR-Models. Institute of Economics, University of Copenhagen. 1992.
Author
Bibtex
@techreport{1154ddd074c711dbbee902004c4f4f50,
title = "Recursive Estimation in Cointegrated VAR-Models",
author = "Henrik Hansen and S{\o}ren Johansen",
year = "1992",
language = "English",
publisher = "Institute of Economics, University of Copenhagen",
type = "WorkingPaper",
institution = "Institute of Economics, University of Copenhagen",
}
RIS
TY - UNPB
T1 - Recursive Estimation in Cointegrated VAR-Models
AU - Hansen, Henrik
AU - Johansen, Søren
PY - 1992
Y1 - 1992
M3 - Working paper
BT - Recursive Estimation in Cointegrated VAR-Models
PB - Institute of Economics, University of Copenhagen
ER -
ID: 161929