TESTING FOR THE COINTEGRATING RANK OF A VAR PROCESS WITH AN INTERCEPT
Year of publication: |
2000
|
---|---|
Authors: | Saikkonen, Pentti ; L tkepohl, Helmut |
Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 16.2000, 03, p. 373-406
|
Publisher: |
Cambridge University Press |
Description of contents: | Abstract [journals.cambridge.org] |
Saved in:
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