Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model
Year of publication: |
2012-09-21
|
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Authors: | Boswijk, H. Peter ; Jansson, Michael ; Nielsen, Morten Ø. |
Institutions: | Tinbergen Instituut |
Subject: | Cointegration rank | efficiency | likelihood ratio test | vector autoregression |
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Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model
Boswijk, H. Peter, (2012)
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Improved likelihood ratio tests for cointegration rank in the VAR model
Boswijk, H. Peter, (2012)
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Improved likelihood ratio tests for cointegration rank in the VAR model
Boswijk, H. Peter, (2015)
- More ...
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Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model
Boswijk, H. Peter, (2012)
-
Improved likelihood ratio tests for cointegration rank in the VAR model
Boswijk, H. Peter, (2012)
-
Improved likelihood ratio tests for cointegration rank in the VAR model
Boswijk, H. Peter, (2015)
- More ...