Numerical aspects of a likelihood ratio test statistic for cointegrating rank (Q1391987)
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scientific article; zbMATH DE number 1178673
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical aspects of a likelihood ratio test statistic for cointegrating rank |
scientific article; zbMATH DE number 1178673 |
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Numerical aspects of a likelihood ratio test statistic for cointegrating rank (English)
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23 July 1998
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Cointegration
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Likelihood ratio test
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Simulation
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Numerical method
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