A Note on testing restrictions for the cointegration parameters of a VAR with I(2) variables
Research output: Contribution to journal › Journal article › Research › peer-review
Standard
A Note on testing restrictions for the cointegration parameters of a VAR with I(2) variables. / Johansen, Søren; Lütkepohl, Helmut.
In: Econometric Theory, No. 21, 2005, p. 653-658.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Johansen, S & Lütkepohl, H 2005, 'A Note on testing restrictions for the cointegration parameters of a VAR with I(2) variables', Econometric Theory, no. 21, pp. 653-658.
APA
Johansen, S., & Lütkepohl, H. (2005). A Note on testing restrictions for the cointegration parameters of a VAR with I(2) variables. Econometric Theory, (21), 653-658.
Vancouver
Johansen S, Lütkepohl H. A Note on testing restrictions for the cointegration parameters of a VAR with I(2) variables. Econometric Theory. 2005;(21):653-658.
Author
Bibtex
@article{555876e074c211dbbee902004c4f4f50,
title = "A Note on testing restrictions for the cointegration parameters of a VAR with I(2) variables",
author = "S{\o}ren Johansen and Helmut L{\"u}tkepohl",
year = "2005",
language = "English",
pages = "653--658",
journal = "Econometric Theory",
issn = "0266-4666",
publisher = "Cambridge University Press",
number = "21",
}
RIS
TY - JOUR
T1 - A Note on testing restrictions for the cointegration parameters of a VAR with I(2) variables
AU - Johansen, Søren
AU - Lütkepohl, Helmut
PY - 2005
Y1 - 2005
M3 - Journal article
SP - 653
EP - 658
JO - Econometric Theory
JF - Econometric Theory
SN - 0266-4666
IS - 21
ER -
ID: 73049