Pages that link to "Item:Q4451549"
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The following pages link to On the Distribution of Likelihood Ratio Test Statistics for Cointegration Rank (Q4451549):
Displaying 3 items.
- Tests for cointegration rank and choice of the alternative (Q734469) (← links)
- Bootstrap and fast double bootstrap tests of cointegration rank with financial time series (Q1023836) (← links)
- Simulating Properties of the Likelihood Ratio Test for a Unit Root in an Explosive Second-Order Autoregression (Q5423181) (← links)
