The likelihood ratio test for the rank of a cointegration submatrix
Paolo Paruolo
| Year of publication: |
2006
|
|---|---|
| Authors: | Paruolo, Paolo |
| Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 68.2006, Suppl., p. 921-948
|
| Subject: | Kointegration | Cointegration | Schätztheorie | Estimation theory | Statistischer Test | Statistical test |
| 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/10003393563