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~institution:"Economics Institute for Research (SIR), Handelshögskolan i Stockholm"
~subject:"Likelihood ratio test"
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Likelihood ratio test
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Lyhagen, Johan
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Economics Institute for Research (SIR), Handelshögskolan i Stockholm
Department of Econometrics and Business Statistics, Monash Business School
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Maximum likelihood estimation of the multivariate fractional cointegrating model
Lyhagen, Johan
-
Economics Institute for Research (SIR), …
-
1998
discussed, analytically and by Monte
Carlo
simulations. The Monte
Carlo
simulations shows that it is much more severe to ignore …
Persistent link: https://www.econbiz.de/10005207187
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