On the empirical size of Nielsen's multivariate likelihood ratio test of fractional integration
Year of publication: |
2010
|
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Authors: | Sephton, Peter S. |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 42.2010, 13/15, p. 1671-1679
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Subject: | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Statistischer Test | Statistical test |
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