Testing for the Cointegrating Rank of a Conditional Vector Autoregressive Process with a Linear Time Trend.
Year of publication: |
2000
|
---|---|
Authors: | Kauppi, H. |
Institutions: | Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta |
Subject: | TESTS | AUTOREGRESSIVE MODEL | EXOGENOUS VARIABLES |
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