On the Distribution of Likelihood Ratio Test Statistics for Cointegration Rank
| Year of publication: |
2004
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|---|---|
| Authors: | Nielsen, Bent |
| Published in: |
Econometric reviews. - Philadelphia, Pa : Taylor & Francis, ISSN 0731-1761, ZDB-ID 7974632. - Vol. 23.2004, 1, p. 1-24
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