ARTICLES - Approximation of the Asymptotic Distribution of the Log Likelihood Ratio Test for Cointegration
Year of publication: |
1999
|
---|---|
Authors: | Larsson, Rolf |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 15.1999, 6, p. 789-823
|
Saved in:
Saved in favorites
Similar items by person
-
Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model
Jacobson, Tor, (2002)
-
The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis
Villani, Mattias, (2004)
-
The joint moment generating function of quadratic forms in multivariate autoregressive series
Abadir, Karim Maher, (1994)
- More ...