Johansen, S. (1995). Likelihood based inference in cointegrated vector autoregressive models. Oxford Univ. Press.
Chicago Style (17th ed.) CitationJohansen, Søren. Likelihood Based Inference in Cointegrated Vector Autoregressive Models. Oxford [u.a.]: Oxford Univ. Press, 1995.
MLA (9th ed.) CitationJohansen, Søren. Likelihood Based Inference in Cointegrated Vector Autoregressive Models. Oxford Univ. Press, 1995.
Warning: These citations may not always be 100% accurate.