The likelihood ratio test for the rank of a cointegration submatrix
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- Paolo Paruolo, 2006. "The Likelihood Ratio Test for the Rank of a Cointegration Submatrix," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 921-948, December.
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- Gianluca Cubadda, 2007. "A Unifying Framework for Analysing Common Cyclical Features in Cointegrated Time Series," CEIS Research Paper 102, Tor Vergata University, CEIS.
- Johansen, Søren, 2010.
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- Søren Johansen, 2007. "Some Identification Problems in the Cointegrated Vector Autoregressive Model," Discussion Papers 07-24, University of Copenhagen. Department of Economics.
- Søren Johansen, 2007. "Some identification problems in the cointegrated vector autoregressive model," CREATES Research Papers 2007-32, Department of Economics and Business Economics, Aarhus University.
- Fanelli, Luca & Paruolo, Paolo, 2010.
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- Kurita, Takamitsu, 2020. "Normalising cointegrating relationships subject to long-run exclusion," Economics Letters, Elsevier, vol. 192(C).
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