• Title of article

    Numerical aspects of a likelihood ratio test statistic for cointegrating rank

  • Author/Authors

    Tor Jacobson، نويسنده , , Rolf Larsson، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1997
  • Pages
    13
  • From page
    453
  • To page
    465
  • Keywords
    Co integration , simulation , Numerical method , Likelihood ratio test
  • Journal title
    Computational Statistics and Data Analysis
  • Serial Year
    1997
  • Journal title
    Computational Statistics and Data Analysis
  • Record number

    153509

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=153509