A "maximum-eigenvalue" test for the cointegration ranks in I(2) vector autoregressions
Heino Bohn Nielsen
| Year of publication: |
2007
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|---|---|
| Authors: | Bohn Nielsen, Heino |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 94.2007, 3, p. 445-451
|
| Subject: | Kointegration | Cointegration | VAR-Modell | VAR model | Ranking-Verfahren | Ranking method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003437679