On the Distribution of Likelihood Ratio Test Statistics for Cointegration Rank
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Publication:4451549
DOI10.1081/ETC-120028834zbMath1082.62520MaRDI QIDQ4451549
Publication date: 26 February 2004
Published in: Econometric Reviews (Search for Journal in Brave)
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
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Cites Work
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