Rank-based tests of the cointegrating rank in semiparametric error correction models
Year of publication: |
2012
|
---|---|
Authors: | Hallin, Marc ; Akker, Ramon van den ; Werker, Bas J. M. |
Publisher: |
Tilburg : Center for Economic Research |
Subject: | Lagrange multiplier test | non-Gaussian Quasi-Likelihood Procedures | Kointegration | Cointegration | Statistischer Test | Statistical test | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory |
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