Corrigendum to ‘Likelihood‐based cointegration tests in heterogeneous panels’ (Larsson R., J. Lyhagen and M. Löthgren,Econometrics Journal, 4, 2001, 109–142)
Publication:5965850
DOI10.1111/j.1368-423X.2010.00327.xzbMath1270.62156OpenAlexW1564771314MaRDI QIDQ5965850
Deniz Dilan Karaman Örsal, Bernd Droge
Publication date: 27 July 2011
Published in: The Econometrics Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1368-423x.2010.00327.x
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)
Related Items (1)
Cites Work
- On matrix trace inequalities and related topics for products of Hermitian matrices
- Likelihood‐based cointegration tests in heterogeneous panels
- Approximation Theorems of Mathematical Statistics
- Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
- On Moments of the Inverted Wishart Distribution
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