Johansen test (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Johansen test" in English language version.

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3books.google.com

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books.google.com

For the presence of I(2) variables see Ch. 9 of Johansen, Søren (1995). Likelihood-based Inference in Cointegrated Vector Autoregressive Models. Oxford University Press. ISBN 978-0-19-877450-1.
Davidson, James (2000). Econometric Theory. Wiley. ISBN 0-631-21584-0.
Hänninen, R. (2012). "The Law of One Price in United Kingdom Soft Sawnwood Imports – A Cointegration Approach". Modern Time Series Analysis in Forest Products Markets. Springer. p. 66. ISBN 978-94-011-4772-9.

doi.org

Johansen, Søren (1991). "Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models". Econometrica. 59 (6): 1551–1580. doi:10.2307/2938278. JSTOR 2938278.

jstor.org

Johansen, Søren (1991). "Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models". Econometrica. 59 (6): 1551–1580. doi:10.2307/2938278. JSTOR 2938278.