Tests for cointegration rank and the initial condition

Niklas Ahlgren, Mikael Juselius

Research output: Contribution to journalArticlepeer-review

1 Citation (Scopus)
Original languageEnglish
Peer-reviewed scientific journalEmpirical Economics
DOIs
Publication statusPublished - 2011
MoE publication typeA1 Journal article - refereed

Keywords

  • 512 Business and Management
  • 112 Statistics and probability
  • KOTA2011

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