A note on the critical values for the maximum likelihood (seasonal) cointegration tests (Q672562): Difference between revisions
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| Property / cites work: Co-Integration and Error Correction: Representation, Estimation, and Testing / rank | |||
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| Property / cites work: Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration. Theory and evidence / rank | |||
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| Property / cites work: Statistical analysis of cointegration vectors / rank | |||
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| Property / cites work: Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models / rank | |||
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| Property / cites work: Maximum likelihood inference on cointegration and seasonal cointegration / rank | |||
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Revision as of 11:18, 27 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the critical values for the maximum likelihood (seasonal) cointegration tests |
scientific article |
Statements
A note on the critical values for the maximum likelihood (seasonal) cointegration tests (English)
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28 February 1997
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Seasonal cointegration
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Maximum likelihood inference
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Finite sample distribution
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Asymptotic distribution
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