Determination of Cointegration Rank in the Presence of a Linear Trend

Authors
Soren Johansen
Citation
Soren Johansen, Determination of Cointegration Rank in the Presence of a Linear Trend, Oxford bulletin of economics and statistics, 54(03), 1992, pp. 383
Journal title
Oxford bulletin of economics and statistics → ACNP
ISSN journal
03059049
Volume
54
Issue
03
Year of publication
1992
Database
ICR
SICI code
0305-9049(1992)54:03<383:DOCRIT>2.0.ZU;2-D