Local power of likelihood ratio tests for the cointegrating rank of a VAR process
Year of publication: |
1999
|
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Authors: | Saikkonen, Pentti ; Lütkepohl, Helmut |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 15.1999, 1, p. 50-78
|
Subject: | Schätztheorie | Estimation theory | Kausalanalyse | Causality analysis | Simulation | Theorie | Theory |
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