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Granger's Representation Theorem and Multicointegration

Publikation: Bidrag til bog/antologi/rapportBidrag til bog/antologiForskning

Standard

Granger's Representation Theorem and Multicointegration. / Engsted, Tom; Johansen, Søren.

Cointegration, Causality and Forecasting: Festschrift in Honour of Clive Granger. red. / Robert Engle; Hal White. Oxford University Press, 1999. s. 200-212.

Publikation: Bidrag til bog/antologi/rapportBidrag til bog/antologiForskning

Harvard

Engsted, T & Johansen, S 1999, Granger's Representation Theorem and Multicointegration. i R Engle & H White (red), Cointegration, Causality and Forecasting: Festschrift in Honour of Clive Granger. Oxford University Press, s. 200-212.

APA

Engsted, T., & Johansen, S. (1999). Granger's Representation Theorem and Multicointegration. I R. Engle, & H. White (red.), Cointegration, Causality and Forecasting: Festschrift in Honour of Clive Granger (s. 200-212). Oxford University Press.

Vancouver

Engsted T, Johansen S. Granger's Representation Theorem and Multicointegration. I Engle R, White H, red., Cointegration, Causality and Forecasting: Festschrift in Honour of Clive Granger. Oxford University Press. 1999. s. 200-212

Author

Engsted, Tom ; Johansen, Søren. / Granger's Representation Theorem and Multicointegration. Cointegration, Causality and Forecasting: Festschrift in Honour of Clive Granger. red. / Robert Engle ; Hal White. Oxford University Press, 1999. s. 200-212

Bibtex

@inbook{e724de80ed2c11ddbf70000ea68e967b,
title = "Granger's Representation Theorem and Multicointegration",
author = "Tom Engsted and S{\o}ren Johansen",
year = "1999",
language = "English",
isbn = "0198296835",
pages = "200--212",
editor = "Robert Engle and Hal White",
booktitle = "Cointegration, Causality and Forecasting",
publisher = "Oxford University Press",
address = "United Kingdom",

}

RIS

TY - CHAP

T1 - Granger's Representation Theorem and Multicointegration

AU - Engsted, Tom

AU - Johansen, Søren

PY - 1999

Y1 - 1999

M3 - Book chapter

SN - 0198296835

SP - 200

EP - 212

BT - Cointegration, Causality and Forecasting

A2 - Engle, Robert

A2 - White, Hal

PB - Oxford University Press

ER -

ID: 9969418