Date: 1999
Type: Working Paper
A small sample correction for tests of hypotheses on cointegrating vectors
Working Paper, EUI ECO, 1999/09
JOHANSEN, Soren, A small sample correction for tests of hypotheses on cointegrating vectors, EUI ECO, 1999/09 - https://hdl.handle.net/1814/694
Retrieved from Cadmus, EUI Research Repository
Additional information:
Digitised version produced by the EUI Library and made available online in 2020.
Cadmus permanent link: https://hdl.handle.net/1814/694
Series/Number: EUI ECO; 1999/09
Publisher: European University Institute
Published version part: http://hdl.handle.net/1814/16512
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