Johansen, S. (2012). Likelihood-based inference in cointegrated vector autoregressive models. Oxford University Press.
Chicago Style CitationJohansen, S. Likelihood-based Inference in Cointegrated Vector Autoregressive Models. Oxford University Press, 2012.
MLA CitationJohansen, S. Likelihood-based Inference in Cointegrated Vector Autoregressive Models. Oxford University Press, 2012.
Warning: These citations may not always be 100% accurate.