Recursive Estimation in Cointegrated VAR-Models
Research output: Working paper › Research
Standard
Recursive Estimation in Cointegrated VAR-Models. / Johansen, Søren; Hansen, Henrik.
København, 1993. p. 20.Research output: Working paper › Research
Harvard
Johansen, S & Hansen, H 1993 'Recursive Estimation in Cointegrated VAR-Models' København, pp. 20.
APA
Johansen, S., & Hansen, H. (1993). Recursive Estimation in Cointegrated VAR-Models. (pp. 20).
Vancouver
Johansen S, Hansen H. Recursive Estimation in Cointegrated VAR-Models. København. 1993, p. 20.
Author
Bibtex
@techreport{f3c37df0dbe211dd9473000ea68e967b,
title = "Recursive Estimation in Cointegrated VAR-Models",
abstract = "Matematisk Statistik",
author = "S{\o}ren Johansen and Henrik Hansen",
year = "1993",
language = "English",
pages = "20",
type = "WorkingPaper",
}
RIS
TY - UNPB
T1 - Recursive Estimation in Cointegrated VAR-Models
AU - Johansen, Søren
AU - Hansen, Henrik
PY - 1993
Y1 - 1993
N2 - Matematisk Statistik
AB - Matematisk Statistik
M3 - Working paper
SP - 20
BT - Recursive Estimation in Cointegrated VAR-Models
CY - København
ER -
ID: 9535588