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APPROXIMATION OF THE ASYMPTOTIC DISTRIBUTION OF THE LOG LIKELIHOOD RATIO TEST FOR COINTEGRATION - MaRDI portal

APPROXIMATION OF THE ASYMPTOTIC DISTRIBUTION OF THE LOG LIKELIHOOD RATIO TEST FOR COINTEGRATION (Q4512671)

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scientific article; zbMATH DE number 1525683
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APPROXIMATION OF THE ASYMPTOTIC DISTRIBUTION OF THE LOG LIKELIHOOD RATIO TEST FOR COINTEGRATION
scientific article; zbMATH DE number 1525683

    Statements

    title
    APPROXIMATION OF THE ASYMPTOTIC DISTRIBUTION OF THE LOG LIKELIHOOD RATIO TEST FOR COINTEGRATION (English)
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    author
    Rolf Larsson
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    publication date
    5 November 2000
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    zbMATH Keywords
    series expansions
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    Identifiers

    zbMATH DE Number
    1525683
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