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Analysing I(2) systems by transformed vector autoregressions

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Standard

Analysing I(2) systems by transformed vector autoregressions. / Kongsted, Hans Christian; Nielsen, Heino Bohn.

I: Oxford Bulletin of Economics and Statistics, Bind 66, Nr. 3, 2004, s. 379-397.

Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

Harvard

Kongsted, HC & Nielsen, HB 2004, 'Analysing I(2) systems by transformed vector autoregressions', Oxford Bulletin of Economics and Statistics, bind 66, nr. 3, s. 379-397. https://doi.org/10.1111/j.1468-0084.2004.00084.x

APA

Kongsted, H. C., & Nielsen, H. B. (2004). Analysing I(2) systems by transformed vector autoregressions. Oxford Bulletin of Economics and Statistics, 66(3), 379-397. https://doi.org/10.1111/j.1468-0084.2004.00084.x

Vancouver

Kongsted HC, Nielsen HB. Analysing I(2) systems by transformed vector autoregressions. Oxford Bulletin of Economics and Statistics. 2004;66(3):379-397. https://doi.org/10.1111/j.1468-0084.2004.00084.x

Author

Kongsted, Hans Christian ; Nielsen, Heino Bohn. / Analysing I(2) systems by transformed vector autoregressions. I: Oxford Bulletin of Economics and Statistics. 2004 ; Bind 66, Nr. 3. s. 379-397.

Bibtex

@article{067c5150c1ba11dbbee902004c4f4f50,
title = "Analysing I(2) systems by transformed vector autoregressions",
author = "Kongsted, {Hans Christian} and Nielsen, {Heino Bohn}",
note = "JEL Classification: C32, C51, C52",
year = "2004",
doi = "10.1111/j.1468-0084.2004.00084.x",
language = "English",
volume = "66",
pages = "379--397",
journal = "Oxford Bulletin of Economics and Statistics",
issn = "0305-9049",
publisher = "Wiley-Blackwell",
number = "3",

}

RIS

TY - JOUR

T1 - Analysing I(2) systems by transformed vector autoregressions

AU - Kongsted, Hans Christian

AU - Nielsen, Heino Bohn

N1 - JEL Classification: C32, C51, C52

PY - 2004

Y1 - 2004

U2 - 10.1111/j.1468-0084.2004.00084.x

DO - 10.1111/j.1468-0084.2004.00084.x

M3 - Journal article

VL - 66

SP - 379

EP - 397

JO - Oxford Bulletin of Economics and Statistics

JF - Oxford Bulletin of Economics and Statistics

SN - 0305-9049

IS - 3

ER -

ID: 103687