<A> Small sample correction of the test for cointegrating rank in the vector autoregressive model

Saved in:
Bibliographic Details
Main Author: Johansen, Soren
Format: Book
Language:English
Published: San Domenico (FI) European University Institute 2000
Series:EUI Working paper ECO No. 2000/15
Subjects:
Tags: Add Tag
No Tags, Be the first to tag this record!