✦ LIBER ✦

FINITE-SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION

✍ Scribed by Yin-Wong Cheung; Kon S. Lai

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Numerical distribution functions of like

✍ James G. MacKinnon; Alfred A. Haug; Leo Michelis 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 170 KB

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✍ David L. Simel; Gregory P. Samsa; David B. Matchar 📂 Article 📅 1991 🏛 Elsevier Science 🌐 English ⚖ 835 KB

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

Finite Sample Properties of the Maximum

✍ S. Michalek; M. Wagner; J. Timmer; W. Vach 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 170 KB 👁 2 views

On power functions of the likelihood rat

✍ Bahadur Singh; Michael J. Schell 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 998 KB

On Power and Sample Size Calculations fo

✍ Gwowen Shieh 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 469 KB