Improved likelihood ratio tests for cointegration rank in the VAR model (Q473351)
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scientific article; zbMATH DE number 6372128
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved likelihood ratio tests for cointegration rank in the VAR model |
scientific article; zbMATH DE number 6372128 |
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Improved likelihood ratio tests for cointegration rank in the VAR model (English)
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24 November 2014
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cointegration rank
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efficiency
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likelihood ratio test
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vector autoregression
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