Influential observations in cointegrated VAR models: Danish money demand 1973-2003
Research output: Contribution to journal › Journal article › Research › peer-review
Standard
Influential observations in cointegrated VAR models : Danish money demand 1973-2003. / Nielsen, Heino Bohn.
In: Econometrics Journal, Vol. 11, No. 1, 2008, p. 39-57.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Nielsen, HB 2008, 'Influential observations in cointegrated VAR models: Danish money demand 1973-2003', Econometrics Journal, vol. 11, no. 1, pp. 39-57. https://doi.org/10.1111/j.1368-423X.2007.00226.x
APA
Nielsen, H. B. (2008). Influential observations in cointegrated VAR models: Danish money demand 1973-2003. Econometrics Journal, 11(1), 39-57. https://doi.org/10.1111/j.1368-423X.2007.00226.x
Vancouver
Nielsen HB. Influential observations in cointegrated VAR models: Danish money demand 1973-2003. Econometrics Journal. 2008;11(1):39-57. https://doi.org/10.1111/j.1368-423X.2007.00226.x
Author
Bibtex
@article{0fe52fe0ded911dcbee902004c4f4f50,
title = "Influential observations in cointegrated VAR models: Danish money demand 1973-2003",
author = "Nielsen, {Heino Bohn}",
year = "2008",
doi = "10.1111/j.1368-423X.2007.00226.x",
language = "English",
volume = "11",
pages = "39--57",
journal = "Econometrics Journal",
issn = "1368-4221",
publisher = "Wiley",
number = "1",
}
RIS
TY - JOUR
T1 - Influential observations in cointegrated VAR models
T2 - Danish money demand 1973-2003
AU - Nielsen, Heino Bohn
PY - 2008
Y1 - 2008
U2 - 10.1111/j.1368-423X.2007.00226.x
DO - 10.1111/j.1368-423X.2007.00226.x
M3 - Journal article
VL - 11
SP - 39
EP - 57
JO - Econometrics Journal
JF - Econometrics Journal
SN - 1368-4221
IS - 1
ER -
ID: 2811124