Strongly consistent determination of cointegrating rank via canonical correlations

Research output: Contribution to journal › Article › Research › peer-review

Original language	English
Pages (from-to)	77 - 90
Number of pages	14
Journal	Journal of Business & Economic Statistics
Volume	18
Issue number	1
Publication status	Published - 2000

Cite this

@article{edc4f427c49d43ecac6724324fca670f,

title = "Strongly consistent determination of cointegrating rank via canonical correlations",

author = "Don Poskitt",

year = "2000",

language = "English",

volume = "18",

pages = "77 -- 90",

journal = "Journal of Business and Economic Statistics",

issn = "0735-0015",

publisher = "Taylor & Francis",

number = "1",

}