A Bartlett correction factor for tests on the cointegrating relations
By: Søren Johansen
Series: EUI working paper. ECO -- no. 99/10; EUI working paper -- no. 99/10
Publisher: European University Institute
Published: 1999
Place of publication: San Domenico (FI) Italy
Language: eng
Number of pages: 50
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. 31).