A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1
- 1 August 1992
- journal article
- Published by Wiley in Oxford Bulletin of Economics and Statistics
- Vol. 54 (3), 461-472
- https://doi.org/10.1111/j.1468-0084.1992.tb00013.x
Abstract
No abstract availableThis publication has 3 references indexed in Scilit:
- DETERMINATION OF COINTEGRATION RANK IN THE PRESENCE OF A LINEAR TRENDOxford Bulletin of Economics and Statistics, 1992
- Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive ModelsEconometrica, 1991
- Statistical analysis of cointegration vectorsJournal of Economic Dynamics and Control, 1988