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IDENTIFYING COINTEGRATING REGRESSIONS BY THE RANK CONDITION
Author(s) -
Davidson James
Publication year - 1994
Publication title -
oxford bulletin of economics and statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.131
H-Index - 73
eISSN - 1468-0084
pISSN - 0305-9049
DOI - 10.1111/j.1468-0084.1994.mp56001009.x
Subject(s) - rank (graph theory) , citation , econometrics , library science , economics , mathematics , computer science , combinatorics