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Testing linear restrictions on cointegrating vectors : sizes and powers of Wald and likelihood ratio tests in finite samples
Haug, Alfred Albert
- In:
Econometric theory
18
(
2002
)
2
,
pp. 505-524
Persistent link: https://www.econbiz.de/10001661312
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Testing Lincar Restrictions on Cointegrating Vectors: Sizes and Powers of Wald and Likelihood Ratio Tests in Finite Samples
Haug, Alfred A.
- In:
Econometric theory
18
(
2002
)
2
,
pp. 505-524
Persistent link: https://www.econbiz.de/10006974569
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