Likelihood Ratio Testing for Cointegration Ranks in I(2) Models

Publikation: Working paper › Forskning

Standard

Likelihood Ratio Testing for Cointegration Ranks in I(2) Models. / Nielsen, Heino Bohn; Rahbek, Anders.

Københavns Universitet, 2003. s. 1-22.

Publikation: Working paper › Forskning

Harvard

Nielsen, HB & Rahbek, A 2003 'Likelihood Ratio Testing for Cointegration Ranks in I(2) Models' Københavns Universitet, s. 1-22.

APA

Nielsen, H. B., & Rahbek, A. (2003). Likelihood Ratio Testing for Cointegration Ranks in I(2) Models. (s. 1-22).

Vancouver

Nielsen HB, Rahbek A. Likelihood Ratio Testing for Cointegration Ranks in I(2) Models. Københavns Universitet. 2003, s. 1-22.

Author

Nielsen, Heino Bohn ; Rahbek, Anders. / Likelihood Ratio Testing for Cointegration Ranks in I(2) Models. Københavns Universitet, 2003. s. 1-22

Bibtex

@techreport{f5479f6074c611dbbee902004c4f4f50,
title = "Likelihood Ratio Testing for Cointegration Ranks in I(2) Models",
author = "Nielsen, {Heino Bohn} and Anders Rahbek",
year = "2003",
language = "English",
pages = "1--22",
type = "WorkingPaper",

}

RIS

TY - UNPB

T1 - Likelihood Ratio Testing for Cointegration Ranks in I(2) Models

AU - Nielsen, Heino Bohn

AU - Rahbek, Anders

PY - 2003

Y1 - 2003

M3 - Working paper

SP - 1

EP - 22

BT - Likelihood Ratio Testing for Cointegration Ranks in I(2) Models

CY - Københavns Universitet

ER -

ID: 159836