ESTIMATING THE RANK OF COINTEGRATION AFTER ESTIMATING THE ORDER OF A VECTOR AUTOREGRESSION
| Year of publication: |
1995
|
|---|---|
| Authors: | Morimune, Kimio ; Mantani, Akihisa |
| Published in: |
The Japanese Economic Review. - Japanese Economic Association - JEA, ISSN 1352-4739. - Vol. 46.1995, 2, p. 191-205
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| Publisher: |
Japanese Economic Association - JEA |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010712756