A small sample correction for tests of hypotheses on the cointegrating vectors
By: Søren Johansen.
Contributors: European University Institute. Dept. of Economics.
Series: EUI working paper -- no. 99/9
Publisher: European University Institute
Published: 1999
Place of publication: Florence
Language: eng
Number of pages: 35
Subjects: Econometric models.; Autoregression (Statistics)
Notes: "March 1999"--T.p. verso.

At head of title: European University Institute, Florence, Economics Dept.

Includes bibliographical references (p. 20-21).