A small sample correction of the test for cointegrating rank in the vector autoregressive model:
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Bibliographic Details
Main Author: Johansen, Søren (Author)
Format: Book
Language:English
Published: San Domenico (FI) European Univ. Inst. 2000
Series:European University Institute: EUI working papers in economics 2000,15
Subjects:
Physical Description:35 S.

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