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A Representation of Vector Autoregressive Processes Integrated of Order 2.

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Standard

A Representation of Vector Autoregressive Processes Integrated of Order 2. / Johansen, Søren.

I: Econometric Theory, Bind 8, 1992, s. 188-202.

Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

Harvard

Johansen, S 1992, 'A Representation of Vector Autoregressive Processes Integrated of Order 2.', Econometric Theory, bind 8, s. 188-202.

APA

Johansen, S. (1992). A Representation of Vector Autoregressive Processes Integrated of Order 2. Econometric Theory, 8, 188-202.

Vancouver

Johansen S. A Representation of Vector Autoregressive Processes Integrated of Order 2. Econometric Theory. 1992;8:188-202.

Author

Johansen, Søren. / A Representation of Vector Autoregressive Processes Integrated of Order 2. I: Econometric Theory. 1992 ; Bind 8. s. 188-202.

Bibtex

@article{56c353b074d111dbbee902004c4f4f50,
title = "A Representation of Vector Autoregressive Processes Integrated of Order 2.",
abstract = "Matematisk statistik",
author = "S{\o}ren Johansen",
year = "1992",
language = "English",
volume = "8",
pages = "188--202",
journal = "Econometric Theory",
issn = "0266-4666",
publisher = "Cambridge University Press",

}

RIS

TY - JOUR

T1 - A Representation of Vector Autoregressive Processes Integrated of Order 2.

AU - Johansen, Søren

PY - 1992

Y1 - 1992

N2 - Matematisk statistik

AB - Matematisk statistik

M3 - Journal article

VL - 8

SP - 188

EP - 202

JO - Econometric Theory

JF - Econometric Theory

SN - 0266-4666

ER -

ID: 308988