The Limiting Distribution of the Cointegration Test Statistic in VAR(n) Models.
| Year of publication: |
1995
|
|---|---|
| Authors: | Dhrymes, P. |
| Institutions: | Department of Economics, School of Arts and Sciences |
| Subject: | COINTEGRATION | ECONOMIC MODELS |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | 19 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005687481