Consistent Estimation of the Number of Cointegration Relations in a Vector Autoregressive Model
| Year of publication: |
1996
|
|---|---|
| Authors: | LÜTKEPOHL, H. ; POSKITT, D. S. |
| Institutions: | Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Number 1996,74 |
| Source: |
Persistent link: https://www.econbiz.de/10010983596