A simple cointegrating rank test without vector autoregression
| Year of publication: |
2001
|
|---|---|
| Authors: | Shintani, Mototsugu |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 105.2001, 2, p. 337-362
|
| Publisher: |
Elsevier |