Tests for cointegration rank and the initial condition
| Year of publication: |
2012
|
|---|---|
| Authors: | Ahlgren, Niklas ; Juselius, Mikael |
| Published in: |
Empirical Economics. - Department of Economics and Finance Research and Teaching. - Vol. 42.2012, 3, p. 667-691
|
| Publisher: |
Department of Economics and Finance Research and Teaching |
| Subject: | Asymptotic local power | Cointegration | Convergence | Initial condition | Likelihood ratio test | Unit root |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010557891