Title of article :
Numerical aspects of a likelihood ratio test statistic for cointegrating rank
Author/Authors :
Tor Jacobson، نويسنده , , Rolf Larsson، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1997
Keywords :
Co integration , simulation , Numerical method , Likelihood ratio test
Journal title :
Computational Statistics and Data Analysis
Journal title :
Computational Statistics and Data Analysis
