Tests for cointegration rank and choice of the alternative
| Year of publication: |
2009
|
|---|---|
| Authors: | Cavaliere, Giuseppe ; Fanelli, Luca ; Paruolo, Paolo |
| Published in: |
Statistical Methods and Applications. - Springer, ISSN 1618-2510. - Vol. 18.2009, 2, p. 169-191
|
| Publisher: |
Springer |
| Subject: | Cointegration rank | Likelihood ratio | Asymptotic power | Unit roots | Brownian motion |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10004995414