The Power Function of the Likelihood Ratio Test for Cointegration
Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
| Original language | English |
|---|---|
| Title of host publication | Econometric Decision Models : New Methods of Modeling and Applications: Proceedings of the 2nd International Conference on Econometric Decision Models |
| Editors | Josef Gruber |
| Number of pages | 23 |
| Publisher | Springer |
| Publication date | 1991 |
| Pages | 324-335 |
| ISBN (Print) | 0387543732 |
| Publication status | Published - 1991 |
ID: 9974453