A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics<sup>1</sup> - Concepedia

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A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics<sup>1</sup>

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Citations

4

References

1992

Year

Michael Osterwald‐Lenum

Oxford Bulletin of Economics and Statistics

FinanceBusinessAsymptotic DistributionStatistical InferenceMathematical StatisticStatisticsTime Series EconometricsHigh-frequency Financial Econometrics

References

	Year	Citations

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