A small sample correction of the test for cointegrating rank in the vector autoregressive model /

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Bibliographic Details
Main Author: Johansen, Søren, 1939-
Format: Book
Language:English
Published: San Domenico (FI) Italy : European University Institute, c2000.
Series:EUI working paper. ECO ; no. 2000/15.
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Description
Item Description:At head of title: European University Institute, Florence, Economics Department.
Physical Description:35 p. ; 21 cm.
Bibliography:Includes bibliographical references (p. 21-23).