Asymptotic inference on cointegrating rank in partial systems

Ingrid Sofie Harbo, Søren Johansen, Bent Nielsen, Anders Rahbek

137 Citationer (Scopus)

Originalsprog	Engelsk
Tidsskrift	Journal of Business and Economic Statistics
Udgave nummer	16
Sider (fra-til)	388-399
ISSN	0735-0015
Status	Udgivet - 1998

Citationsformater

@article{ef55397074c911dbbee902004c4f4f50,

title = "Asymptotic inference on cointegrating rank in partial systems",

author = "Harbo, {Ingrid Sofie} and S{\o}ren Johansen and Bent Nielsen and Anders Rahbek",

year = "1998",

language = "English",

pages = "388--399",

journal = "Journal of Business and Economic Statistics",

issn = "0735-0015",

publisher = "Taylor & Francis",

number = "16",

}