FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION

TY - JOUR

T1 - FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION

AU - Cheung, Yin‐Wong

AU - Lai, Kon S.

PY - 1993/8

Y1 - 1993/8

UR - https://www.scopus.com/record/pubmetrics.uri?eid=2-s2.0-84981676740&origin=recordpage

UR - https://www.scopus.com/pages/publications/84981676740

UR - https://app-overton-io.ezproxy.cityu.edu.hk/articles.php?query=10.1111/j.1468-0084.1993.mp55003003.x

U2 - 10.1111/j.1468-0084.1993.mp55003003.x

DO - 10.1111/j.1468-0084.1993.mp55003003.x

M3 - RGC 21 - Publication in refereed journal

SN - 0305-9049

VL - 55

SP - 313

EP - 328

JO - Oxford Bulletin of Economics and Statistics

JF - Oxford Bulletin of Economics and Statistics

IS - 3

ER -