Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process
| Year of publication: |
2001
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|---|---|
| Authors: | Lütkepohl, Helmut ; Saikkonen, Pentti ; Trenkler, Carsten |
| Published in: |
The econometrics journal. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1368-4221, ZDB-ID 14122650. - Vol. 4.2001, 2, p. 287-310
|