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- W1966682610 abstract "This note gives a few practical guidelines for cointegration analysis. The focus is on testing the cointegration rank in a VAR model and on how an intercept and a trend should be incorporated in the testing model. Only two cases appear relevant for most economic data." @default.
- W1966682610 created "2016-06-24" @default.
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- W1966682610 date "2001-04-01" @default.
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- W1966682610 title "How to deal with intercept and trend in practical cointegration analysis?" @default.
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- W1966682610 doi "https://doi.org/10.1080/000368401750106108" @default.
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