Asymptotic Inference on Cointegration Rank in Partial Systems

Anders Rahbek, Ingrid Harbo, Søren Johansen, Bent Nielsen

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

Cite this

@article{a93f7fb074c211dbbee902004c4f4f50,

title = "Asymptotic Inference on Cointegration Rank in Partial Systems",

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

year = "1998",

language = "English",

volume = "16",

pages = "388--399",

journal = "Journal of Business and Economic Statistics",

issn = "0735-0015",

publisher = "Taylor & Francis",

}