Inference on cointegrating ranks using LR and LM tests based on pseudo-likelihoods
Year of publication: |
1998
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Authors: | Lucas, André |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 17.1998, 2, p. 185-214
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Subject: | Schätztheorie | Estimation theory | Statistische Methodenlehre | Statistical theory | Theorie | Theory |
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