The Power Function of the Likelihood Ratio Test for Cointegration
Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
Original language | English |
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Title of host publication | Econometric Decision Models : New Methods of Modeling and Applications: Proceedings of the 2nd International Conference on Econometric Decision Models |
Editors | Josef Gruber |
Number of pages | 23 |
Publisher | Springer |
Publication date | 1991 |
Pages | 324-335 |
ISBN (Print) | 0387543732 |
Publication status | Published - 1991 |
ID: 9974453