Testing for a Valid Normalization of Cointegrating Vectors in Vector Autoregressive Processes
Ritva Luukkonen, Antti Ripatti and Pentti SaikkonenVolume:
17
Language:
english
Journal:
Journal of Business & Economic Statistics
DOI:
10.2307/1392475
Date:
April, 1999
File:
PDF, 469 KB
english, 1999