A Wald test of restrictions on the cointegrating space based on Johansen's estimator
| Year of publication: |
1998
|
|---|---|
| Authors: | Davidson, James |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 59.1998, 2, p. 183-187
|
| Publisher: |
Elsevier |