Cointegration analysis

H.J. Bierens

Research output: Chapter in Book/Report/Conference proceeding › Chapter › Scientific › peer-review

Original language	English
Title of host publication	System Dynamics in Economic and Financial Models
Editors	C. Heij, J.M. Schumacher, B. Hanzon, K. Praagman
Place of Publication	Chichester
Publisher	John Wiley & Sons
Pages	217-245
Publication status	Published - 1997

Name	Series in Financial Economics and Quantitative Analysis

Cite this

@inbook{6dde78ee563948b18464b9aec4f0c597,

title = "Cointegration analysis",

author = "H.J. Bierens",

year = "1997",

language = "English",

series = "Series in Financial Economics and Quantitative Analysis",

publisher = "John Wiley & Sons",

pages = "217--245",

editor = "C. Heij and J.M. Schumacher and B. Hanzon and K. Praagman",

booktitle = "System Dynamics in Economic and Financial Models",

}