Tests for cointegration rank and choice of the alternative

Giuseppe Cavaliere; Luca Fanelli; Paolo Paruolo

Year of publication:	2009
Authors:	Cavaliere, Giuseppe ; Fanelli, Luca ; Paruolo, Paolo
Published in:	Statistical methods & applications : SMA ; journal of the Italian Statistical Society. - Berlin, Germany : Springer, ISSN 1618-2510, ZDB-ID 2082218-2. - Vol. 18.2009, 2, p. 169-191
Subject:	Kointegration \| Cointegration \| Maximum-Likelihood-Schätzung \| Maximum likelihood estimation \| Einheitswurzeltest \| Unit root test \| Stochastischer Prozess \| Stochastic process \| Theorie \| Theory

Check Google Scholar |

More access options

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10003858175

A service of the