Consistent Estimation of the Number of Cointegrating Relations in a Vector Autoregressive Model

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Original language	English
Title of host publication	Econometrics in Theory and Practice,
Publisher	Springer-Verlag London Ltd.
Pages	87-100
Number of pages	14
Publication status	Published - 1998

Cite this

@inbook{ef889f94e04940c5bffde09fe53f0afa,

title = "Consistent Estimation of the Number of Cointegrating Relations in a Vector Autoregressive Model",

author = "Poskitt, {Don Stephen} and Helmut L{\"u}tkepohl",

year = "1998",

language = "English",

pages = "87--100",

booktitle = "Econometrics in Theory and Practice,",

publisher = "Springer-Verlag London Ltd.",

address = "Germany",

}