Title |
A small sample correction of the test for cointegrating rank in the vector autoregressive model / Søren Johansen. European University Institute, Florence, Economics Department |
|---|---|
Involved |
Søren Johansen (Verfasser) |
Published |
Badia Fiesolana, San Domenico: EUI |
Extent |
35 S. |
Language |
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Country |
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Subject |
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Series |
EUI working paper. ECO, Department of Economics ; No. 2000,15 |
Record ID |
960798110 |
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