Tests for cointegration rank and the initial condition

Niklas Ahlgren, Mikael Juselius

Forskningsoutput: Tidskriftsbidrag › Artikel › Vetenskaplig › Peer review

1 Citeringar (Scopus)

Originalspråk	Engelska
Referentgranskad vetenskaplig tidskrift	Empirical Economics
DOI	https://doi.org/10.1007/s00181-010-0442-z
Status	Publicerad - 2011
MoE-publikationstyp	A1 Originalartikel i en vetenskaplig tidskrift

Nyckelord

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

keywords = "512 Business and Management, 112 Statistics and probability, KOTA2011",

author = "Niklas Ahlgren and Mikael Juselius",

note = "Forthcoming. Published online 20.12.2010 Volume: Proceeding volume: ",

year = "2011",

doi = "10.1007/s00181-010-0442-z",

language = "English",

journal = "Empirical Economics",

issn = "1435-8921",

publisher = "Physica-Verlag GmbH und Co. (Springer)",

}

TY - JOUR

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

KW - KOTA2011

U2 - 10.1007/s00181-010-0442-z

DO - 10.1007/s00181-010-0442-z

M3 - Article

SN - 1435-8921

JO - Empirical Economics

JF - Empirical Economics

ER -