Practical problems with reduced-rank ML estimators for cointegration parameters and a simple alternative

Oxford Bulletin of Economics and Statistics

Volumn 67, Issue 5, 2005, Pages 673-690

  Bruggemann, Ralf ^a   Lütkepohl, Helmut ^a,b  

^a HUMBOLDT UNIVERSITY   (Germany)

^b EUROPEAN UNIVERSITY INSTITUTE   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 26944481966     PISSN: 03059049     EISSN: 14680084     Source Type: Journal    
DOI: 10.1111/j.1468-0084.2005.00136.x     Document Type: Article

References (19)

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