Estimating the rank of co-integration when the order of a vector autoregression is unknown

Kimio Morimune and Akihisa Mantani

Mathematics and Computers in Simulation (MATCOM), 1995, vol. 39, issue 3, 265-271

Date: 1995
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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:39:y:1995:i:3:p:265-271

DOI: 10.1016/0378-4754(94)00069-8

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