Testing the Rank of a Sub-Matrix of Cointegration with a Deterministic Trend

Eiji Kurozumi () and 英司 黒住

No 2003-14, Discussion Papers from Graduate School of Economics, Hitotsubashi University

Pages: 15 pages
Date: 2003-12
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
https://hermes-ir.lib.hit-u.ac.jp/hermes/ir/re/16975/070econDP03-14.pdf

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hit:econdp:2003-14

Access Statistics for this paper

More papers in Discussion Papers from Graduate School of Economics, Hitotsubashi University Contact information at EDIRC.
Bibliographic data for series maintained by Digital Resources Section, Hitotsubashi University Library ().