Numerical distribution functions of likelihood ratio tests for cointegration
James G. MacKinnon, Alfred A. Haug and Leo Michelis
| Year of publication: |
1998
|
|---|---|
| Authors: | MacKinnon, James G. |
| Other Persons: | Haug, Alfred Albert (contributor) ; Michelis, Leo (contributor) |
| Publisher: |
Christchurch, New Zealand : Univ. of Canterbury, Dep. of Economics |
| Subject: | Statistische Methodenlehre | Statistical theory | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis | Simulation | Theorie | Theory |
| Extent: | 16 S |
|---|---|
| Series: | Discussion paper / Department of Economics, University of Canterbury. - Christchurch, NZ, ISSN 1171-0705, ZDB-ID 2097346-9. - Vol. 9803 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 10 - 11 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000986762