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ECONIS (ZBW)
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1
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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An I(2) Analysis of Inflation and the Markup
Banerjee, A.
;
Cockerell, L.
;
Russell, B.
- In:
Journal of applied econometrics
16
(
2001
)
3
,
pp. 221-240
Persistent link: https://www.econbiz.de/10006978562
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