A small sample correction of the test for cointegrating rank in the vector autoregressive model
By: Søren Johansen.
Contributors: European University Institute. Dept. of Economics.
Series: EUI working paper -- no. 2000/15
Publisher: European University Institute
Published: 2000
Place of publication: San Domenico (FI) Italy
Language: eng
Number of pages: 35
Subjects: Econometric models.; Autoregression (Statistics)
Notes: At head of title: European University Institute, Florence, Economics Department.

Includes bibliographical references (p. 21-23).