A Statistical Analysis of Cointegration for I(2) Variables
| Year of publication: |
1995
|
|---|---|
| Authors: | Johansen, Søren |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 11.1995, 1, p. 25-59
|