Improved likelihood ratio tests for cointegration rank in the VAR model
H. Peter Boswijk; Michael Jansson; Morten Ørregaard Nielsen
| Year of publication: |
2015
|
|---|---|
| Authors: | Boswijk, Herman Peter ; Jansson, Michael ; Nielsen, Morten Ørregaard |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 184.2015, 1, p. 97-110
|
| Subject: | Cointegration rank | Efficiency | Likelihood ratio test | Vector autoregression | VAR-Modell | VAR model | Kointegration | Cointegration | Theorie | Theory | Statistischer Test | Statistical test |
| Extent: | graph. Darst. |
|---|---|
| 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/10011326813