An edition of A small sample correction of the test for cointegrating rank in the vector autoregressive model (2000)

A small sample correction of the test for cointegrating rank in the vector autoregressive model

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A small sample correction of the test for coi ...
Søren Johansen
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Last edited by WorkBot
February 4, 2010 | History
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An edition of A small sample correction of the test for cointegrating rank in the vector autoregressive model (2000)

A small sample correction of the test for cointegrating rank in the vector autoregressive model

by

  • 0 Ratings
  • 0 Want to read
  • 0 Currently reading
  • 0 Have read

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Publish Date
Publisher
European University Institute
Language
English
Pages
35

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Subjects
Econometric models, Autoregression (Statistics)

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Cover of: A small sample correction of the test for cointegrating rank in the vector autoregressive model
A small sample correction of the test for cointegrating rank in the vector autoregressive model
2000, European University Institute
in English
  • Not in Library

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Book Details

Edition Notes

At head of title: European University Institute, Florence, Economics Department.

Includes bibliographical references (p. 21-23).

Published in
San Domenico (FI) Italy
Series
EUI working paper -- no. 2000/15

Classifications

Library of Congress
HB1.A1 E85 no. 2000/15

The Physical Object

Pagination
35 p. ;
Number of pages
35

ID Numbers

Open Library
OL19172312M

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February 4, 2010 Edited by WorkBot add more information to works
December 9, 2009 Created by WorkBot add works page