A general test for cointegration rank in vector autoregressive models

A general test for cointegration rank in vector autoregressive models

datePublished

• 2003

identifier

• propertyID: FI-FENNI value: 762452
• propertyID: FI-MELINDA value: 000320516
• propertyID: skl value: fx762452

isbn

• 9515558115

isPartOf

• Fennica
• Working papers / Swedish School of Economics and Business Administration

name

• A general test for cointegration rank in vector autoregressive models

numberOfPages

• 37, [2] s.

P60048

• <http://rdaregistry.info/termList/RDACarrierType/1049>

P60050

• <http://rdaregistry.info/termList/RDAMediaType/1007>

publication

• location: Helsingfors organizer: Svenska handelshögskolan

publisher

• Svenska handelshögskolan