A lag augmentation test for the cointegrating rank of a VAR process
Year of publication: |
1999
|
---|---|
Authors: | Lütkepohl, Helmut ; Saikkonen, Pentti |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 63.1999, 1, p. 23-27
|
Subject: | Kointegration | Cointegration | VAR-Modell | VAR model | Theorie | Theory |
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