A NOTE ON TESTING RESTRICTIONS FOR THE COINTEGRATION PARAMETERS OF A VAR WITH I(2) VARIABLES
| Year of publication: |
2005
|
|---|---|
| Authors: | Johansen, Søren ; Lütkepohl, Helmut |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 21.2005, 3, p. 653-658
|