THE LIKELIHOOD RATIO TEST FOR COINTEGRATION RANKS IN THE I(2) MODEL
| Year of publication: |
2007
|
|---|---|
| Authors: | Nielsen, Heino Bohn ; Rahbek, Anders ; Bacchiocchi, E. ; Fanelli, L. ; Banerjee, A. ; Cockerell, L. ; Russell, B. ; Banerjee, A. ; Russell, B. ; Boswijk, H.P. ; Dennis, J. ; Diamandis, P. ; Georgoutsos, D. ; Kouretas, G. ; Doornik, J.A. ; Fliess, N. ; Macdonald, R. ; Haldrup, N. ; Johansen, S. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 23.2007, 4, p. 615-637
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