A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics¹

10.1016/0165-1889(88)90041-3

10.2307/2938278

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Johansen S.(1992). ‘Determination of Cointegration Rank in the Presence of a Linear Trend’ BULLETIN this issue.

Johansen S., 1990, Maximum Likelihood Estimation and Inference on Cointegration — With Applications to the Demand for Money, BULLETIN, 52, 169