✦ LIBER ✦

Improved likelihood ratio tests for cointegration rank in the VAR model

✍ Scribed by Boswijk, H. Peter; Jansson, Michael; Nielsen, Morten Ørregaard

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The Likelihood Ratio Test for the Rank o

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

Bootstrap Algorithms for Testing and Det

✍ Anders Rygh Swensen 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 170 KB

Corrigendum to “Bootstrap Algorithms for

✍ Anders Rygh Swensen 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 37 KB

Finite Sample Properties of Likelihood R

✍ Hiro Y. Toda 📂 Article 📅 1994 🏛 MIT Press 🌐 English ⚖ 389 KB

A bootstrap algorithm for testing cointe

✍ Anders Rygh Swensen 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 357 KB

A lag augmentation test for the cointegr

✍ Helmut Lütkepohl; Pentti Saikkonen 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 51 KB