Analyzing I(2) Systems by Transformed Vector Autoregressions
Publikation: Working paper › Forskning
Standard
Analyzing I(2) Systems by Transformed Vector Autoregressions. / Kongsted, Hans Christian; Nielsen, Heino Bohn.
Cph. : Department of Economics, University of Copenhagen, 2002.Publikation: Working paper › Forskning
Harvard
Kongsted, HC & Nielsen, HB 2002 'Analyzing I(2) Systems by Transformed Vector Autoregressions' Department of Economics, University of Copenhagen, Cph.
APA
Kongsted, H. C., & Nielsen, H. B. (2002). Analyzing I(2) Systems by Transformed Vector Autoregressions. Department of Economics, University of Copenhagen.
Vancouver
Kongsted HC, Nielsen HB. Analyzing I(2) Systems by Transformed Vector Autoregressions. Cph.: Department of Economics, University of Copenhagen. 2002.
Author
Bibtex
@techreport{c0401990e75e11dbbee902004c4f4f50,
title = "Analyzing I(2) Systems by Transformed Vector Autoregressions",
abstract = " ",
author = "Kongsted, {Hans Christian} and Nielsen, {Heino Bohn}",
note = "JEL Classification: C32, C51, C52, F41",
year = "2002",
language = "English",
publisher = "Department of Economics, University of Copenhagen",
address = "Denmark",
type = "WorkingPaper",
institution = "Department of Economics, University of Copenhagen",
}
RIS
TY - UNPB
T1 - Analyzing I(2) Systems by Transformed Vector Autoregressions
AU - Kongsted, Hans Christian
AU - Nielsen, Heino Bohn
N1 - JEL Classification: C32, C51, C52, F41
PY - 2002
Y1 - 2002
N2 -
AB -
M3 - Working paper
BT - Analyzing I(2) Systems by Transformed Vector Autoregressions
PB - Department of Economics, University of Copenhagen
CY - Cph.
ER -
ID: 160532