Determination of cointegrating rank in partially non-stationary processes via a generalised von-Neumann criterion

David C Harris, Don S Poskitt

Research output: Contribution to journalArticleResearchpeer-review

Original languageEnglish
Pages (from-to)191 - 217
Number of pages27
JournalEconometrics Journal
Volume7
Issue number1
DOIs
Publication statusPublished - 2004

Cite this