Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model
Year of publication: |
2012
|
---|---|
Authors: | Boswijk, H. Peter |
Other Persons: | Jansson, Michael (contributor) ; Nielsen, Morten Ørregaard (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Theorie | Theory | VAR-Modell | VAR model | Kointegration | Cointegration | Statistischer Test | Statistical test |
Extent: | 1 Online-Ressource (23 p) |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 19, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2150180 [DOI] |
Classification: | C12 - Hypothesis Testing ; C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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