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A NOTE WITH QUANTILES OF THE ASYMPTOTIC-DISTRIBUTION OF THE MAXIMUM-LIKELIHOOD COINTEGRATION RANK TEST STATISTICS
被引:1013
作者
:
OSTERWALDLENUM, M
论文数:
0
引用数:
0
h-index:
0
OSTERWALDLENUM, M
机构
:
来源
:
OXFORD BULLETIN OF ECONOMICS AND STATISTICS
|
1992年
/ 54卷
/ 03期
关键词
:
D O I
:
10.1111/j.1468-0084.1992.tb00013.x
中图分类号
:
F [经济];
学科分类号
:
02 ;
摘要
:
引用
收藏
页码:461 / 472
页数:12
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共 5 条
[1]
MAXIMUM-LIKELIHOOD-ESTIMATION AND INFERENCE ON COINTEGRATION - WITH APPLICATIONS TO THE DEMAND FOR MONEY
论文数:
引用数:
h-index:
机构:
JOHANSEN, S
JUSELIUS, K
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV COPENHAGEN,INST ECON,DK-1168 COPENHAGEN,DENMARK
UNIV COPENHAGEN,INST ECON,DK-1168 COPENHAGEN,DENMARK
JUSELIUS, K
[J].
OXFORD BULLETIN OF ECONOMICS AND STATISTICS,
1990,
52
(02)
: 169
-
210
[2]
ESTIMATION AND HYPOTHESIS-TESTING OF COINTEGRATION VECTORS IN GAUSSIAN VECTOR AUTOREGRESSIVE MODELS
JOHANSEN, S
论文数:
0
引用数:
0
h-index:
0
JOHANSEN, S
[J].
ECONOMETRICA,
1991,
59
(06)
: 1551
-
1580
[3]
DETERMINATION OF COINTEGRATION RANK IN THE PRESENCE OF A LINEAR TREND
JOHANSEN, S
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV HELSINKI,DEPT STAT,SF-00100 HELSINKI 10,FINLAND
UNIV HELSINKI,DEPT STAT,SF-00100 HELSINKI 10,FINLAND
JOHANSEN, S
[J].
OXFORD BULLETIN OF ECONOMICS AND STATISTICS,
1992,
54
(03)
: 383
-
397
[4]
STATISTICAL-ANALYSIS OF COINTEGRATION VECTORS
JOHANSEN, S
论文数:
0
引用数:
0
h-index:
0
JOHANSEN, S
[J].
JOURNAL OF ECONOMIC DYNAMICS & CONTROL,
1988,
12
(2-3)
: 231
-
254
[5]
JOHANSEN S, 1991, UNPUB ECONOMETRIC RE
←
1
→