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 journal › peer-review
Author(s)
Detail(s)
Original language | English |
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Pages (from-to) | 313-328 |
Journal / Publication | Oxford Bulletin of Economics and Statistics |
Volume | 55 |
Issue number | 3 |
Publication status | Published - Aug 1993 |
Externally published | Yes |
Link(s)
Citation Format(s)
FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION. / Cheung, Yin‐Wong; Lai, Kon S.
In: Oxford Bulletin of Economics and Statistics, Vol. 55, No. 3, 08.1993, p. 313-328.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review