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Boswijk, H.P.
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CeNDEF Working Papers
196
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Maandschrift economie : tijdschrift voor algemeen economische en social-economische vraagstukken
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COINTEGRATION FOR PERIODICALLY INTEGRATED PROCESSES
del Barrio Castro, Tomás
;
Osborn, Denise R.
; …
- In:
Econometric theory
24
(
2008
)
1
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pp. 109-142
Persistent link: https://www.econbiz.de/10007896791
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THE LIKELIHOOD RATIO TEST FOR COINTEGRATION RANKS IN THE I(2) MODEL
Nielsen, Heino Bohn
;
Rahbek, Anders
;
Bacchiocchi, E.
; …
- In:
Econometric theory
23
(
2007
)
4
,
pp. 615-637
Persistent link: https://www.econbiz.de/10007732418
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