Testing for the cointegrating rank of a VAR process with a time trend
| Year of publication: |
2000
|
|---|---|
| Authors: | Lutkepohl, Helmut ; Saikkonen, Pentti |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 95.2000, 1, p. 177-198
|
| Publisher: |
Elsevier |