Information Journal Paper
APA:
CopyFANCHON, P., & WENDEL, J.. (1992). ESTIMATING VAR MODELS UNDER NON-STATIONARITY AND COINTEGRATION: ALTERNATIVE APPROACHES FOR FORECASTING CATTLE PRICES. APPLIED ECONOMICS, 24(2), 207-217. SID. https://sid.ir/paper/595989/en
Vancouver:
CopyFANCHON P., WENDEL J.. ESTIMATING VAR MODELS UNDER NON-STATIONARITY AND COINTEGRATION: ALTERNATIVE APPROACHES FOR FORECASTING CATTLE PRICES. APPLIED ECONOMICS[Internet]. 1992;24(2):207-217. Available from: https://sid.ir/paper/595989/en
IEEE:
CopyP. FANCHON, and J. WENDEL, “ESTIMATING VAR MODELS UNDER NON-STATIONARITY AND COINTEGRATION: ALTERNATIVE APPROACHES FOR FORECASTING CATTLE PRICES,” APPLIED ECONOMICS, vol. 24, no. 2, pp. 207–217, 1992, [Online]. Available: https://sid.ir/paper/595989/en