✦ LIBER ✦

A note on the critical values for the maximum likelihood (seasonal) cointegration tests

✍ Scribed by Hahn S. Lee; Pierre L. Siklos

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A Note with Quantiles of the Asymptotic

✍ Michael Osterwald-Lenum 📂 Article 📅 1992 🏛 John Wiley and Sons 🌐 English ⚖ 492 KB

Critical Values for the Žα-Phillips-Ouli

✍ Alfred A. Haug 📂 Article 📅 1992 🏛 John Wiley and Sons 🌐 English ⚖ 368 KB

On the maximum likelihood cointegration

✍ Michael K Andersson; Mikael P Gredenhoff 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 59 KB

A NOTE ON TESTING FOR SEASONAL COINTEGRA

✍ Gianluca Cubadda 📂 Article 📅 1995 🏛 John Wiley and Sons 🌐 English ⚖ 419 KB

A note on maximum likelihood estimation

✍ A. Le Breton 📂 Article 📅 1988 🏛 Elsevier Science 🌐 English ⚖ 155 KB

The Likelihood Ratio Test for the Rank o

✍ Paolo Paruolo 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 625 KB