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~isPartOf:"Discussion paper / Tinbergen Institute"
~person:"Nielsen, Morten Ørregaard"
~person:"Rault, Christophe"
~type_genre:"Arbeitspapier"
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Search: subject:"Kointegration"
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Cointegration
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Cointegration rank
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Efficiency
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Kointegration
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Likelihood ratio test
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Statistical test
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Statistischer Test
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Nielsen, Morten Ørregaard
Rault, Christophe
Dijk, Herman K. van
9
Boswijk, Herman Peter
5
Kleibergen, Frank
5
Anglingkusumo, Reza
4
Groen, Jan J. J.
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Strachan, Rodney W.
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Paap, Richard
3
Carlini, Federico
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Chang, Chia-Lin
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Doornik, Jurgen A.
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Gatarek, Lukasz
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Hoogerheide, Lennart
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Lin, Yicong
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McAleer, Michael
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Nijkamp, Peter
2
Łasak, Katarzyna
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Alexiadis, Stilianos
1
Allen, David E.
1
Boswijk, H. Peter
1
Broersma, Lourens
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Butter, Frank A. G. den
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Cavaliere, Giuseppe
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Chen, Chi-chung
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Chen, Ping-Yu
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Croes, Robertico
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Dijk, Dick van
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Duijm, Patty
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Eleftheriou, Konstantinos
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Englund, Peter
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Francke, Marc
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Jansen, Willem J.
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Jansson, Michael
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Johansen, Søren
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Jong, Frank de
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Kock, Udo
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Kofman, Paul
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Discussion paper / Tinbergen Institute
Queen's Economics Department working paper
17
CREATES research paper
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CESifo working papers
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William Davidson Institute working papers series
5
Discussion paper series / IZA
4
Discussion papers / Department of Economics, University of Copenhagen
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Economics working paper
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ECONIS (ZBW)
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Improved likelihood ratio tests for cointegration rank in the VAR model
Boswijk, Herman Peter
;
Jansson, Michael
;
Nielsen, …
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2012
Persistent link: https://www.econbiz.de/10010191001
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