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Testing Weak Exogeneity and the Order of Cointegration in UK Money Demand Data.
Johansen, S. - Politiikan ja Talouden Tutkimuksen Laitos, … - 1991
Persistent link: https://www.econbiz.de/10005671626
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Determination of Cointegration Rank in the Presence of a Linear Trend.
Johansen, S. - Politiikan ja Talouden Tutkimuksen Laitos, … - 1991
Persistent link: https://www.econbiz.de/10005486859
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A Statistical Analsysis of Cointegration for I(2) Variables.
Johansen, S. - Politiikan ja Talouden Tutkimuksen Laitos, … - 1991
Persistent link: https://www.econbiz.de/10005641239