Finite sample properties of likelihood ratio tests for cointegrating ranks when linear trends are present
Year of publication: |
1994
|
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Authors: | Toda, Hiro Y. |
Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 76.1994, 1, p. 66-79
|
Subject: | Schätztheorie | Estimation theory | Theorie | Theory |
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