Asymptotic inference on cointegrating rank in partial systems

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

137 Citations (Scopus)

Original language	English
Journal	Journal of Business and Economic Statistics
Issue number	16
Pages (from-to)	388-399
ISSN	0735-0015
Publication status	Published - 1998

Cite this

@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",

}