Inference on cointegrating ranks using lr and lm tests based on pseudo-likelihoods (Q3842862)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference on cointegrating ranks using lr and lm tests based on pseudo-likelihoods |
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Inference on cointegrating ranks using lr and lm tests based on pseudo-likelihoods (English)
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15 March 1999
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cointegration
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Lagrange multiplier test
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likelihood ratio test
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outlier robustness
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fat tails
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GARCH
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pseudo-likelihood
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