A small sample correction for tests of hypotheses on the cointegrating vectors

Soren Johansen

Journal of Econometrics, 2002, vol. 111, issue 2, 195-221

Date: 2002
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Citations: View citations in EconPapers (32)

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Working Paper: A Small Sample Correction for Tests of Hypotheses on the Cointegrating Vectors (1999)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:111:y:2002:i:2:p:195-221

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