Testing for cointegration when some of the cointegrating vectors are prespecified

Horvath, Michael T. K., Watson, Mark W. . Econometric Theory 1995. 11 :984-1014

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Bibtex

@article{CIS-125566,
  Author = {Horvath, Michael T. K. and Watson, Mark W.},
  Title = {Testing for cointegration when some of the cointegrating vectors are prespecified},
  Journal = {Econometric Theory},
  Volume = {11},
  Year = {1995},
  Pages = {984--1014},
  Keywords = {Economic model, Vector autoregression}
}

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