Practical Problems with Reduced-rank ML Estimators for Cointegration Parameters and a Simple Alternative

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Practical Problems with Reduced-rank ML Estimators for Cointegration Parameters and a Simple Alternative

BRUEGGEMANN, Ralf; LUETKEPOHL, Helmut
Title: Practical Problems with Reduced-rank ML Estimators for Cointegration Parameters and a Simple Alternative
Author: BRUEGGEMANN, Ralf; LUETKEPOHL, Helmut
Date: 2005
Citation: Oxford Bulletin of Economics and Statistics, 2005, 67, 5, 673-690.
URI: http://hdl.handle.net/1814/3153

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