Likelihood ratio testing for cointegration ranks in I(2) models

Heino Bohn Nielsen and Anders Rahbek

Year of publication:	2003
Other Persons:	Bohn Nielsen, Heino (contributor) ; Rahbek, Anders (contributor)
Institutions:	Københavns Universitet / Økonomisk Institut (contributor)
Publisher:	Copenhagen : Univ., Inst. of Economics
Subject:	VAR-Modell \| VAR model \| Kointegration \| Cointegration \| Schätzung \| Estimation

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