A “maximum-eigenvalue” test for the cointegration ranks in I(2) vector autoregressions
Year of publication: |
2007
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Authors: |
Nielsen, Heino Bohn
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Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 94.2007, 3, p. 445-451
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Type of publication: | Article
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Source: | |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10007607203