Finite sample properties of likelihood ratio tests for cointegrating ranks when linear trends are present

• TODA Y.

収録刊行物

• Review of economics and statistics

  Review of economics and statistics 76 66-79, 1994

詳細情報

• CRID: 1571980076326046208
• NII論文ID: 30022227352
• DOI: 10.2307/2109827
• データソース種別:
  • CiNii Articles