The likelihood ratio test for cointegration ranks in the I(2) model
Heino Bohn Nielsen and Anders Rahbek
| Year of publication: |
2007
|
|---|---|
| Authors: | Bohn Nielsen, Heino ; Rahbek, Anders |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 23.2007, 4, p. 615-637
|
| Subject: | VAR-Modell | VAR model | Kointegration | Cointegration | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003549573