On the maximum likelihood cointegration procedure under a fractional equilibrium error (Q1606352): Difference between revisions
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Latest revision as of 00:30, 14 September 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the maximum likelihood cointegration procedure under a fractional equilibrium error |
scientific article |
Statements
On the maximum likelihood cointegration procedure under a fractional equilibrium error (English)
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30 July 2002
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maximum likelihood procedure
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Lagrange multiplier test
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cointegration
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