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)
Pages: 15 pages
Date: 1991
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Citations: View citations in EconPapers (31)

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Journal Article: Determination of Cointegration Rank in the Presence of a Linear Trend (1992)
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