A NOTE ON TESTING RESTRICTIONS FOR THE COINTEGRATION PARAMETERS OF A VAR WITH I(2) VARIABLES
Year of publication: |
2005
|
---|---|
Authors: | Johansen, S ren ; L tkepohl, Helmut |
Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 21.2005, 03, p. 653-658
|
Publisher: |
Cambridge University Press |
Description of contents: | Abstract [journals.cambridge.org] |
Saved in:
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