A small sample correction for tests of hypotheses on the cointegrating vectors
By: Søren Johansen
Series: EUI working paper. ECO -- no. 99/9; EUI working paper -- no. 99/9
Publisher: European University Institute
Published: 1999
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 Dept.

"March 1999"--T.p. verso.

Includes bibliographical references (p. 20-21).