Local Power of Likelihood Ratio Tests for the Cointegrating Rank of a VAR Process

Impulse Response Analysis in Infinite Order Cointegrated Vector Autoregressive Processes

LÜTKEPOHL, H., (1995)

Testing for the Cointegrating Rank of a VAR Process with a Time Trend

Lütkepohl, H., (1997)

Asymptotic Inference on Nonlinear Functions of the Coefficients of Infinite Order Cointegated VAR Processes

SAIKKONEN, P., (1995)