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

Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalNot applicablepeer-review

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Original languageEnglish
Pages (from-to)313-328
Journal / PublicationOxford Bulletin of Economics and Statistics
Volume55
Issue number3
Publication statusPublished - Aug 1993
Externally publishedYes