Testing for the Cointegrating Rank of a VAR Process with a Time Trend

Helmut Lütkepohl and Pentti Saikkonen

No 1997,79, SFB 373 Discussion Papers from Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes

Date: 1997
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Journal Article: Testing for the cointegrating rank of a VAR process with a time trend (2000)
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