A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1

1992/08/01 by Michael Osterwald‐Lenum · 2 citations
Economics, Econometrics and Finance · Mathematics · #Monetary Policy and Economic Impact #Advanced Statistical Methods and Models

paper · doi:10.1111/j.1468-0084.1992.tb00013.x

Cited by

• Faraway, So Close: Coupled Climate and Economic Dynamics in an Agent-based Integrated Assessment Model
• Over the Stability Space of a Multivariate Time Series