Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability
Reference5 articles.
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3. Johansen , S. 1991b The Role of the Constant Term in Cointegration Analysis of Non-Stationary Variables Econometric Reviews
4. Johansen , S. 1992 Determination of Cointegration Rank in the Presence of a Linear Trend BULLETIN
5. Maximum Likelihood Estimation and Inference on Cointegration - With Applications to the Demand for Money;Johansen;BULLETIN,1990
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