The exact maximum likelihood-based test for fractional cointegration: Critical values, power and size (Q1780874)
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scientific article; zbMATH DE number 2175862
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| English | The exact maximum likelihood-based test for fractional cointegration: Critical values, power and size |
scientific article; zbMATH DE number 2175862 |
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The exact maximum likelihood-based test for fractional cointegration: Critical values, power and size (English)
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14 June 2005
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0.9136826
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0.9108815
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0.9081133
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0.9071752
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0.9009557
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0.89856964
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