The Rank of a Sub-Matrix of Cointegration

Eiji Kurozumi () and 英司 黒住

No 2002-15, Discussion Papers from Graduate School of Economics, Hitotsubashi University

Pages: 34 pages
Date: 2003-03
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https://hermes-ir.lib.hit-u.ac.jp/hermes/ir/re/16973/070econDP02-15.pdf

Related works:
Journal Article: THE RANK OF A SUBMATRIX OF COINTEGRATION (2005)
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Persistent link: https://EconPapers.repec.org/RePEc:hit:econdp:2002-15

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