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FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION
Author(s) -
Cheung YinWong,
Lai Kon S.
Publication year - 1993
Publication title -
oxford bulletin of economics and statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.131
H-Index - 73
eISSN - 1468-0084
pISSN - 0305-9049
DOI - 10.1111/j.1468-0084.1993.mp55003003.x
Subject(s) - cointegration , econometrics , citation , mathematics , statistics , economics , library science , computer science