The Role of the Constant Term in Cointegration Analysis of Nonstationary Variables
Research output: Working paper › Research
Standard
The Role of the Constant Term in Cointegration Analysis of Nonstationary Variables. / Johansen, Søren.
Københavns Universitet, 1992. p. 26.Research output: Working paper › Research
Harvard
Johansen, S 1992 'The Role of the Constant Term in Cointegration Analysis of Nonstationary Variables' Københavns Universitet, pp. 26.
APA
Johansen, S. (1992). The Role of the Constant Term in Cointegration Analysis of Nonstationary Variables. (pp. 26).
Vancouver
Johansen S. The Role of the Constant Term in Cointegration Analysis of Nonstationary Variables. Københavns Universitet. 1992, p. 26.
Author
Bibtex
@techreport{74af24b0dbe211dd9473000ea68e967b,
title = "The Role of the Constant Term in Cointegration Analysis of Nonstationary Variables",
abstract = "Matematisk Statistik",
author = "S{\o}ren Johansen",
year = "1992",
language = "English",
pages = "26",
type = "WorkingPaper",
}
RIS
TY - UNPB
T1 - The Role of the Constant Term in Cointegration Analysis of Nonstationary Variables
AU - Johansen, Søren
PY - 1992
Y1 - 1992
N2 - Matematisk Statistik
AB - Matematisk Statistik
M3 - Working paper
SP - 26
BT - The Role of the Constant Term in Cointegration Analysis of Nonstationary Variables
CY - Københavns Universitet
ER -
ID: 9535451