A Small Sample Correction for Tests of Hypotheses on the Cointegrating Vectors

18 Citationer (Scopus)

Abstract

VAR model, Cointegration, Smalll sample propirties, Barlett Correction

@article{a1b8ec9074c211dbbee902004c4f4f50,

title = "A Small Sample Correction for Tests of Hypotheses on the Cointegrating Vectors",

abstract = "VAR model, Cointegration, Smalll sample propirties, Barlett Correction",

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

year = "2002",

language = "English",

volume = "111",

pages = "195--221",

journal = "Journal of Econometrics",

issn = "0304-4076",

publisher = "Elsevier",

number = "2",

}

TY - JOUR

T1 - A Small Sample Correction for Tests of Hypotheses on the Cointegrating Vectors

AU - Johansen, Søren

PY - 2002

Y1 - 2002

N2 - VAR model, Cointegration, Smalll sample propirties, Barlett Correction

AB - VAR model, Cointegration, Smalll sample propirties, Barlett Correction

M3 - Journal article

SN - 0304-4076

VL - 111

SP - 195

EP - 221

JO - Journal of Econometrics

JF - Journal of Econometrics

IS - 2

ER -