Finite sample properties of likelihood ratio tests for cointegrating ranks when linear trends are present
Hiro Y. Toda
| Year of publication: |
1994
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|---|---|
| Authors: | Toda, Hiro Y. |
| Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 76.1994, 1, p. 66-79
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| Subject: | Schätztheorie | Estimation theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001167719