A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics: Four Cases

Authors
Michael Osterwald-Lenum
Citation
Michael Osterwald-Lenum, A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics: Four Cases, Oxford bulletin of economics and statistics, 54(03), 1992, pp. 461
Journal title
Oxford bulletin of economics and statistics → ACNP
ISSN journal
03059049
Volume
54
Issue
03
Year of publication
1992
Database
ICR
SICI code
0305-9049(1992)54:03<461:ANWQOT>2.0.ZU;2-3