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

Søren Johansen, Helmut Lütkepohl

    Research output: Contribution to journalJournal articleResearchpeer-review

    3 Citations (Scopus)
    Original languageEnglish
    JournalEconometric Theory
    Issue number21
    Pages (from-to)653-658
    ISSN0266-4666
    Publication statusPublished - 2005

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