Determination of Cointegration Rank in the Presence of a Linear Trend
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Other versions of this item:
- Johansen, Soren, 1992. "Determination of Cointegration Rank in the Presence of a Linear Trend," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 383-397, August.
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Keywordsmathematics ; statistics ; economic models;
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