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

Overview

663 Scopus Citations

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Author(s)

Yin‐Wong Cheung
Kon S. Lai

Detail(s)

Original language	English
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)

DOI	DOI https://doi.org/10.1111/j.1468-0084.1993.mp55003003.x Final Published version
	Check@CityULib
Link to Scopus	https://www.scopus.com/record/display.uri?eid=2-s2.0-84981676740&origin=recordpage
Permanent Link	https://scholars.cityu.edu.hk/en/publications/publication(00337197-dbc6-49e4-a6d2-f50b0ef7490a).html

Citation Format(s)

[ RIS ] [ BibTeX ]

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

Cheung, YW & Lai, KS 1993, 'FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION', Oxford Bulletin of Economics and Statistics, vol. 55, no. 3, pp. 313-328. https://doi.org/10.1111/j.1468-0084.1993.mp55003003.x

Cheung, YW., & Lai, K. S. (1993). FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION. Oxford Bulletin of Economics and Statistics, 55(3), 313-328. https://doi.org/10.1111/j.1468-0084.1993.mp55003003.x

Cheung YW, Lai KS. FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION. Oxford Bulletin of Economics and Statistics. 1993 Aug;55(3):313-328. https://doi.org/10.1111/j.1468-0084.1993.mp55003003.x

Cheung, Yin‐Wong ; Lai, Kon S. / FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION. In: Oxford Bulletin of Economics and Statistics. 1993 ; Vol. 55, No. 3. pp. 313-328.