Ingrid Harbo, Soeren Johansen, Bent Nielsen and Anders Rahbek
  (1998)
  'Asymptotic inference on cointegrating rank in partial systems'
  Journal of Business and Economic Statistics 16, p 388-399

  ABSTRACT:

  The likelihood ratio test for cointegrating rank is analyzed for
  partial (or conditional) systems in the vector autoregressive error
  correction model. Under the assumption of weak exogeneity for the
  cointegrating parameters, the asymptotic distributions are given and
  tables are provided. A discussion is given of some of the assumptions
  of the model, why they are needed, and how they are tested.