Practical Problems with Reduced-Rank Ml Estimators for Cointegration Parameters and a Simple Alternative
Year of publication: |
2005
|
---|---|
Authors: | Brüggemann, Ralf ; Luetkepohl, Helmut |
Publisher: |
[S.l.] : SSRN |
Subject: | Kointegration | Cointegration | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Schätztheorie | Estimation theory |
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