A Small Sample Correction of the Test for Cointegrating Rank in the Vector Autoregressive Model

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Abstract

Barhett Correctionh, Small Sample Proples, Chritigration, Rank....

@article{a1f09e6074c211dbbee902004c4f4f50,

title = "A Small Sample Correction of the Test for Cointegrating Rank in the Vector Autoregressive Model",

abstract = "Barhett Correctionh, Small Sample Proples, Chritigration, Rank....",

author = "S{\o}ren Johansen",

year = "2002",

language = "English",

volume = "70",

pages = "1929--1961",

journal = "Econometrica",

issn = "0012-9682",

publisher = "Wiley-Blackwell",

}

TY - JOUR

T1 - A Small Sample Correction of the Test for Cointegrating Rank in the Vector Autoregressive Model

AU - Johansen, Søren

PY - 2002

Y1 - 2002

N2 - Barhett Correctionh, Small Sample Proples, Chritigration, Rank....

AB - Barhett Correctionh, Small Sample Proples, Chritigration, Rank....

M3 - Journal article

VL - 70

SP - 1929

EP - 1961

JO - Econometrica

JF - Econometrica

SN - 0012-9682

ER -