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On the distribution of likelihood ratio test statistics for cointegration rank
Nielsen, Bent - In: Econometric reviews 23 (2004) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10001944637
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Simulating properties of the likelihood ratio test for a unit root in an explosive second-order autoregression
Nielsen, Bent; Reade, J. James - In: Econometric reviews 26 (2007) 5, pp. 487-501
Persistent link: https://www.econbiz.de/10003549297
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Heteroscedasticity testing after outlier removal
Berenguer-Rico, Vanessa; Wilms, Ines - In: Econometric reviews 40 (2021) 1, pp. 51-85
Persistent link: https://www.econbiz.de/10012483796
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On the Distribution of Likelihood Ratio Test Statistics for Cointegration Rank
Nielsen, Bent - In: Econometric reviews 23 (2004) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10006883463
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Simulating Properties of the Likelihood Ratio Test for a Unit Root in an Explosive Second-Order Autoregression
Nielsen, Bent; Reade, J.James - In: Econometric reviews 26 (2007) 5, pp. 487-502
Persistent link: https://www.econbiz.de/10007777552