A Note on testing restrictions for the cointegration parameters of a VAR with I(2) variables

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

3 Citationer (Scopus)

Citationsformater

@article{555876e074c211dbbee902004c4f4f50,

title = "A Note on testing restrictions for the cointegration parameters of a VAR with I(2) variables",

author = "S{\o}ren Johansen and Helmut L{\"u}tkepohl",

year = "2005",

language = "English",

pages = "653--658",

journal = "Econometric Theory",

issn = "0266-4666",

publisher = "Cambridge University Press",

number = "21",

}