The likelihood ratio test for the rank of a cointegration submatrix

Oxford Bulletin of Economics and Statistics

Volumn 68, Issue SUPPL. 1, 2006, Pages 921-948

  Paruolo, Paolo ^a  

^a UNIVERSITY OF INSUBRIA   (Italy)

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[No Author keywords available]

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EID: 35148879145     PISSN: 03059049     EISSN: 14680084     Source Type: Journal    
DOI: 10.1111/j.1468-0084.2006.00463.x     Document Type: Article

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