Weak exogeneity in I(2)VAR systems
Research output: Contribution to journal › Journal article › Research › peer-review
Standard
Weak exogeneity in I(2)VAR systems. / Rahbek, Anders; Paruolo, Paolo.
In: Journal of Econometrics, Vol. 93, 1999, p. 281-308.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Rahbek, A & Paruolo, P 1999, 'Weak exogeneity in I(2)VAR systems', Journal of Econometrics, vol. 93, pp. 281-308.
APA
Rahbek, A., & Paruolo, P. (1999). Weak exogeneity in I(2)VAR systems. Journal of Econometrics, 93, 281-308.
Vancouver
Rahbek A, Paruolo P. Weak exogeneity in I(2)VAR systems. Journal of Econometrics. 1999;93:281-308.
Author
Bibtex
@article{2215477074c911dbbee902004c4f4f50,
title = "Weak exogeneity in I(2)VAR systems",
author = "Anders Rahbek and Paolo Paruolo",
year = "1999",
language = "English",
volume = "93",
pages = "281--308",
journal = "Journal of Econometrics",
issn = "0304-4076",
publisher = "Elsevier",
}
RIS
TY - JOUR
T1 - Weak exogeneity in I(2)VAR systems
AU - Rahbek, Anders
AU - Paruolo, Paolo
PY - 1999
Y1 - 1999
M3 - Journal article
VL - 93
SP - 281
EP - 308
JO - Journal of Econometrics
JF - Journal of Econometrics
SN - 0304-4076
ER -
ID: 194721