Cointegration between trends and their estimators in state space models and CVAR models

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Cointegration between trends and their estimators in state space models and CVAR models. / Johansen, Søren; Tabor, Morten Nyboe.

I: Econometrics, Bind 5, Nr. 36, 2017.

Publikation: Bidrag til tidsskrift/Konferencebidrag i tidsskrift /Bidrag til avisTidsskriftartikelForskningpeer review

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@article{96b5ed83f3ba413ba7ff22f64352455e,
title = "Cointegration between trends and their estimators in state space models and CVAR models",
keywords = "Cointegration of trends, State space models, CVAR models",
author = "S{\o}ren Johansen and Tabor, {Morten Nyboe}",
year = "2017",
doi = "10.3390/econometrics5030036",
language = "English",
volume = "5",
journal = "Econometrics",
issn = "2225-1146",
publisher = "MDPI AG",
number = "36",

}

RIS

TY - JOUR

T1 - Cointegration between trends and their estimators in state space models and CVAR models

AU - Johansen, Søren

AU - Tabor, Morten Nyboe

PY - 2017

Y1 - 2017

KW - Cointegration of trends, State space models, CVAR models

U2 - 10.3390/econometrics5030036

DO - 10.3390/econometrics5030036

M3 - Journal article

VL - 5

JO - Econometrics

JF - Econometrics

SN - 2225-1146

IS - 36

ER -