Determination of Cointegration Rank in the Presence of a Linear Trend.
| Year of publication: |
1991
|
|---|---|
| Authors: | Johansen, S. |
| Institutions: | Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta |
| Subject: | mathematics | statistics | economic models |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 15 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005486859