A simple cointegrating rank test without vector autoregression

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Publication:5959569

DOI10.1016/S0304-4076(01)00084-7zbMath0987.62032OpenAlexW2018568276MaRDI QIDQ5959569

Mototsugu Shintani

Publication date: 30 June 2002

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4076(01)00084-7




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