Date: 2000
Type: Working Paper
A small sample correction of the test for cointegrating rank in the vector autoregressive model
Working Paper, EUI ECO, 2000/15
JOHANSEN, Soren, A small sample correction of the test for cointegrating rank in the vector autoregressive model, EUI ECO, 2000/15 - https://hdl.handle.net/1814/744
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/1814/744
Series/Number: EUI ECO; 2000/15
Publisher: European University Institute
