Determination of Cointegration Rank in the Presense of a Linear Trend

Abstract

Matematisk Statistik

Original language	English
Journal	Oxford Bulletin of Economics and Statistics
Volume	54
Issue number	3
Pages (from-to)	384-97
ISSN	0305-9049
Publication status	Published - 1992

@article{525a22a074d011dbbee902004c4f4f50,

title = "Determination of Cointegration Rank in the Presense of a Linear Trend",

abstract = "Matematisk Statistik",

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

year = "1992",

language = "English",

volume = "54",

pages = "384--97",

journal = "Oxford Bulletin of Economics and Statistics",

issn = "0305-9049",

publisher = "Wiley-Blackwell",

number = "3",

}