Fractional cointegration rank estimation
Year of publication: |
2015
|
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Authors: | Łasak, Katarzyna ; Velasco, Carlos |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 33.2015, 2, p. 241-254
|
Subject: | Error correction model | Gaussian VAR model | Likelihood ratio tests | Maximum likelihood estimation | Schätztheorie | Estimation theory | Kointegration | Cointegration | Maximum-Likelihood-Schätzung |
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