Determination of Cointegration Rank in the Presence of a Linear Trend
Soren Johansen ()
Working Papers from Helsinki - Department of Economics
Keywords: mathematics; statistics; economic models (search for similar items in EconPapers)
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Journal Article: Determination of Cointegration Rank in the Presence of a Linear Trend (1992)
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Persistent link: http://EconPapers.repec.org/RePEc:fth:helsin:76a
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