Testing cointegrating coefficients in vector autoregressive error correction models
| Year of publication: |
1998
|
|---|---|
| Authors: | Hansen, Gerd ; Kim, Jeong-Ryeol ; Mittnik, Stefan |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 58.1998, 1, p. 1-5
|
| Publisher: |
Elsevier |