APPROXIMATION OF THE ASYMPTOTIC DISTRIBUTION OF THE LOG LIKELIHOOD RATIO TEST FOR COINTEGRATION
| Year of publication: |
1999
|
|---|---|
| Authors: | Larsson, Rolf |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 15.1999, 06, p. 789-813
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |