THE LIKELIHOOD RATIO TEST FOR COINTEGRATION RANKS IN THE I(2) MODEL
| Year of publication: |
2007
|
|---|---|
| Authors: | Nielsen, Heino Bohn ; Rahbek, Anders |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 23.2007, 04, p. 615-637
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |