000 00610nam a2200169Ia 4500
008 100324s9999 xx 000 0 und d
100 _aDemetrescu, Matei et al.
240 _aEconometrics Journal (3 Issues per Annualy)
245 _aTesting for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term
246 _f2009
260 _c2009
300 _bV. 12
_cIssue. 3
_a414-435
366 _b2009
650 _aEconometrics
653 _aCointegration analysis;Likelihood ratio test;Vector autoregressive model;Vector error correction model;
942 _cJA
999 _c43131
_d43131