Cointegration Rank Inference with Stationary Regressors in VAR Models
Research output: Contribution to journal › Journal article › Research › peer-review
Standard
Cointegration Rank Inference with Stationary Regressors in VAR Models. / Rahbek, Anders; Mosconi, R.
In: Econometrics Journal, No. 2, 1999, p. 82-97.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Rahbek, A & Mosconi, R 1999, 'Cointegration Rank Inference with Stationary Regressors in VAR Models', Econometrics Journal, no. 2, pp. 82-97.
APA
Rahbek, A., & Mosconi, R. (1999). Cointegration Rank Inference with Stationary Regressors in VAR Models. Econometrics Journal, (2), 82-97.
Vancouver
Rahbek A, Mosconi R. Cointegration Rank Inference with Stationary Regressors in VAR Models. Econometrics Journal. 1999;(2):82-97.
Author
Bibtex
@article{2d1522d074c911dbbee902004c4f4f50,
title = "Cointegration Rank Inference with Stationary Regressors in VAR Models",
author = "Anders Rahbek and R. Mosconi",
year = "1999",
language = "English",
pages = "82--97",
journal = "Econometrics Journal",
issn = "1368-4221",
publisher = "Wiley",
number = "2",
}
RIS
TY - JOUR
T1 - Cointegration Rank Inference with Stationary Regressors in VAR Models
AU - Rahbek, Anders
AU - Mosconi, R.
PY - 1999
Y1 - 1999
M3 - Journal article
SP - 82
EP - 97
JO - Econometrics Journal
JF - Econometrics Journal
SN - 1368-4221
IS - 2
ER -
ID: 195426