Finding Cointegration Rank in High Dimensional Systems Using the Johansen Test

Bent E. Sørensen

Publikation: Working paper

Originalsprog	Engelsk
Udgiver	Department of Economics, University of Copenhagen
Antal sider	20
Status	Udgivet - 1995

Citationsformater

@techreport{0e8fa35074c711dbbee902004c4f4f50,

title = "Finding Cointegration Rank in High Dimensional Systems Using the Johansen Test",

author = "S{\o}rensen, {Bent E.}",

year = "1995",

language = "English",

publisher = "Department of Economics, University of Copenhagen",

address = "Denmark",

type = "WorkingPaper",

institution = "Department of Economics, University of Copenhagen",

}