A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics.
| Year of publication: |
1992
|
|---|---|
| Authors: | Osterwald-Lenum, Michael |
| Published in: |
Oxford Bulletin of Economics and Statistics. - Department of Economics, ISSN 0305-9049. - Vol. 54.1992, 3, p. 461-72
|
| Publisher: |
Department of Economics |