A Small Sample Correction of the Test for Cointegrating Rank in the Vector Autoregressive Model
Research output: Contribution to journal › Journal article › Research › peer-review
Barhett Correctionh, Small Sample Proples, Chritigration, Rank....
| Original language | English |
|---|---|
| Journal | Econometrica |
| Volume | 70 |
| Pages (from-to) | 1929-1961 |
| Number of pages | 33 |
| ISSN | 0012-9682 |
| Publication status | Published - 2002 |
ID: 79265