Numerical aspects of a likelihood ratio test statistic for cointegrating rank
| Year of publication: |
1997
|
|---|---|
| Authors: | Jacobson, Tor ; Larsson, Rolf |
| Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 23.1997, 4, p. 453-465
|
| Publisher: |
Elsevier |