Tests for cointegration rank and the initial condition

Niklas Ahlgren, Mikael Juselius

Research output: Contribution to journal › Article › Scientific › peer-review

1 Citation (Scopus)

Original language	English
Peer-reviewed scientific journal	Empirical Economics
DOIs	https://doi.org/10.1007/s00181-010-0442-z
Publication status	Published - 2011
MoE publication type	A1 Journal article - refereed

Keywords

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title = "Tests for cointegration rank and the initial condition",

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author = "Niklas Ahlgren and Mikael Juselius",

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T1 - Tests for cointegration rank and the initial condition

AU - Ahlgren, Niklas

AU - Juselius, Mikael

N1 - Forthcoming. Published online 20.12.2010 Volume: Proceeding volume:

PY - 2011

Y1 - 2011

KW - 512 Business and Management

KW - 112 Statistics and probability

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DO - 10.1007/s00181-010-0442-z

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JO - Empirical Economics

JF - Empirical Economics

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