Likelihood Ratio Testing for Cointegration Ranks in I(2) Models
Publikation: Working paper › Forskning
Standard
Likelihood Ratio Testing for Cointegration Ranks in I(2) Models. / Nielsen, Heino Bohn; Rahbek, Anders.
nr. 11. udg. Københavns Universitet, 2003. s. 1-25.Publikation: Working paper › Forskning
Harvard
Nielsen, HB & Rahbek, A 2003 'Likelihood Ratio Testing for Cointegration Ranks in I(2) Models' nr. 11 udg, Københavns Universitet, s. 1-25.
APA
Nielsen, H. B., & Rahbek, A. (2003). Likelihood Ratio Testing for Cointegration Ranks in I(2) Models. (nr. 11 udg.) (s. 1-25).
Vancouver
Nielsen HB, Rahbek A. Likelihood Ratio Testing for Cointegration Ranks in I(2) Models. nr. 11 udg. Københavns Universitet. 2003, s. 1-25.
Author
Bibtex
@techreport{5f911c9074c011dbbee902004c4f4f50,
title = "Likelihood Ratio Testing for Cointegration Ranks in I(2) Models",
author = "Nielsen, {Heino Bohn} and Anders Rahbek",
year = "2003",
language = "English",
pages = "1--25",
edition = "nr. 11",
type = "WorkingPaper",
}
RIS
TY - UNPB
T1 - Likelihood Ratio Testing for Cointegration Ranks in I(2) Models
AU - Nielsen, Heino Bohn
AU - Rahbek, Anders
PY - 2003
Y1 - 2003
M3 - Working paper
SP - 1
EP - 25
BT - Likelihood Ratio Testing for Cointegration Ranks in I(2) Models
CY - Københavns Universitet
ER -
ID: 44790