Determination of cointegration rank in the presence of a linear trend
Søren Johansen
| Year of publication: |
1992
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| Authors: | Johansen, Søren |
| Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 54.1992, 3, p. 383-397
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| Subject: | Schätztheorie | Estimation theory | Theorie | Theory |
| Series: | |
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| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001330268