Cointegration testing using pseudolikelihood ratio tests

Econometric Theory

Volumn 13, Issue 2, 1997, Pages 149-169

  Lucas, André ^a  

^a VU UNIVERSITY AMSTERDAM   (Netherlands)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0031476936     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/s0266466600005703     Document Type: Article

References (1)

1. Bierens, H.J. (1994) Nonparametric Cointegration Analysis. Working paper, Southern Methodist University, Dallas, Texas.