TESTING FOR THE COINTEGRATING RANK OF A VAR PROCESS WITH AN INTERCEPT
| Year of publication: |
2000
|
|---|---|
| Authors: | Saikkonen, Pentti ; L tkepohl, Helmut |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 16.2000, 03, p. 373-406
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |