A note on the critical values for the maximum likelihood (seasonal) cointegration tests (Q672562)
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scientific article; zbMATH DE number 985069
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| English | A note on the critical values for the maximum likelihood (seasonal) cointegration tests |
scientific article; zbMATH DE number 985069 |
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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0.8757755756378174
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0.864687979221344
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0.8351994752883911
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