Testing Weak Exogeneity and the Order of Cointegration in the UK Money Demand Data

Original language	English
Title of host publication	General-to-Specific Modelling, Vol II
Editors	Julia Campos, Neil Ericsson, David Hendry
Publisher	Edward Elgar Publishing
Publication date	2005
Pages	589-610
ISBN (Print)	1 825278 669 8
Publication status	Published - 2005

Cite this

@inbook{7b911f2074c111dbbee902004c4f4f50,

title = "Testing Weak Exogeneity and the Order of Cointegration in the UK Money Demand Data",

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

year = "2005",

language = "English",

isbn = "1 825278 669 8",

pages = "589--610",

editor = "Julia Campos and Neil Ericsson and David Hendry",

booktitle = "General-to-Specific Modelling, Vol II",

publisher = "Edward Elgar Publishing",

address = "United Kingdom",

}