Testing the co-integrationg rank with the likelihood ratio test under dependent errors assumption (Q2473024)
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scientific article; zbMATH DE number 5241037
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| English | Testing the co-integrationg rank with the likelihood ratio test under dependent errors assumption |
scientific article; zbMATH DE number 5241037 |
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Testing the co-integrationg rank with the likelihood ratio test under dependent errors assumption (English)
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26 February 2008
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0.9053931832313538
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0.825051486492157
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0.8188955187797546
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0.8183065056800842
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0.8164038062095642
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