dc.contributor.author | HARBO, Ingrid | |
dc.contributor.author | JOHANSEN, Soren | |
dc.contributor.author | NIELSEN, Bent | |
dc.contributor.author | RAHBEK, Anders | |
dc.date.accessioned | 2011-05-09T15:12:07Z | |
dc.date.available | 2011-05-09T15:12:07Z | |
dc.date.issued | 1998 | |
dc.identifier.citation | Journal of Business & Economic Statistics, 1998, 16, 4, 388-399 | |
dc.identifier.issn | 0735-0015 | |
dc.identifier.uri | https://hdl.handle.net/1814/17012 | |
dc.description.abstract | The likelihood ratio test for cointegrating rank is analyzed for partial (or conditional) systems in the vector autoregressive error-correction model. Under the assumption of weak exogeneity for the cointegrating parameters, the asymptotic distributions are given and tables of critical values are provided. A discussion is given of some of the assumptions of the model, why they are needed, and how they are tested. | |
dc.title | Asymptotic Inference on Cointegrating Rank in Partial Systems | |
dc.type | Article | |
dc.identifier.doi | 10.2307/1392608 | |
dc.neeo.contributor | HARBO|Ingrid|aut| | |
dc.neeo.contributor | JOHANSEN|Soren|aut| | |
dc.neeo.contributor | NIELSEN|Bent|aut| | |
dc.neeo.contributor | RAHBEK|Anders|aut| | |
dc.identifier.volume | 16 | |
dc.identifier.startpage | 388 | |
dc.identifier.endpage | 399 | |
eui.subscribe.skip | true | |
dc.identifier.issue | 4 | |