Testing for the cointegrating rank of a VAR process with a time trend
Year of publication: |
2000
|
---|---|
Authors: | Lütkepohl, Helmut ; Saikkonen, Pentti |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 95.2000, 1, p. 177-198
|
Subject: | VAR-Modell | VAR model | Kointegration | Cointegration | Multiplikator | Multiplier | Theorie | Theory |
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