Likelihood‐based cointegration tests in heterogeneous panels
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Publication:2772843
DOI10.1111/1368-423X.00059zbMath0983.62086MaRDI QIDQ2772843
Mickael Löthgren, Rolf Larsson, Johan Lyhagen
Publication date: 11 April 2002
Published in: The Econometrics Journal (Search for Journal in Brave)
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
62H15: Hypothesis testing in multivariate analysis
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