Numerical aspects of a likelihood ratio test statistic for cointegrating rank
Year of publication: |
1997
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Authors: | Jacobson, Tor ; Larsson, Rolf |
Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 23.1997, 4, p. 453-465
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Publisher: |
Elsevier |
Saved in:
Online Resource
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