A NOTE ON TESTING RESTRICTIONS FOR THE COINTEGRATION PARAMETERS OF A VAR WITH I(2) VARIABLES
| Year of publication: |
2005
|
|---|---|
| Authors: | Johansen, S ren ; L tkepohl, Helmut |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 21.2005, 03, p. 653-658
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |