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September 1, 2002Econometrica

A Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model

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SJSøren JohansenUniversity of Copenhagen

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Søren Johansen (2002) studied this question.

synapsesocial.com/papers/6a124fdfbb918b6e5b670da3https://doi.org/10.1111/1468-0262.00358
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