Testing for the cointegration rank when some cointegrating...

Journal of Econometrics 2005 Vol. 124; Iss. 2

Testing for the cointegration rank when some cointegrating directions are changing

Philippe Andrade, Catherine Bruneau, Stéphane Gregoir
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Volume:
124
Year:
2005
Language:
english
Pages:
42
DOI:
10.1016/j.jeconom.2004.02.003
File:
PDF, 470 KB
english, 2005
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