Testing for Cointegration When Some of the Cointegrating Vectors Are Prespecified
| Year of publication: |
1995
|
|---|---|
| Authors: | Horvath, Michael T.K. ; Watson, Mark W. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 11.1995, 5, p. 984-1014
|