A "maximum-eigenvalue" test for the cointegration ranks in I(2) vector autoregressions
| Year of publication: |
2007
|
|---|---|
| Authors: | Nielsen, Heino Bohn |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 94.2007, 3, p. 445-451
|
| Publisher: |
Elsevier |