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~isPartOf:"The review of economics and statistics"
~person:"Sørensen, Bent E."
~subject:"Nichtlineare Regression"
~subject:"Time series analysis"
~type:"article"
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The review of economics and statistics
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Finding cointegration rank in high dimensional systems using the Johansen test : an illustration using data based Monte Carlo simulations
Ho, Mun S.
- In:
The review of economics and statistics
78
(
1996
)
4
,
pp. 726-732
Persistent link: https://www.econbiz.de/10001209682
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