Finite Sample Properties of Likelihood Ratio Tests for Cointegrating Ranks When Linear Trends Are Present
| Year of publication: |
1994
|
|---|---|
| Authors: | Toda, Hiro Y. |
| Published in: |
The review of economics and statistics. - Cambridge, Mass : MIT Press, ISSN 0034-6535, ZDB-ID 2079628. - Vol. 76.1994, 1, p. 66-79
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