A "maximum-eigenvalue" test for the cointegration ranks in I(2) vector autoregressions
Year of publication: |
2007
|
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Authors: | Bohn Nielsen, Heino |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 94.2007, 3, p. 445-451
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Subject: | Kointegration | Cointegration | VAR-Modell | VAR model | Ranking-Verfahren | Ranking method |
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