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dc.contributor.authorHARBO, Ingrid
dc.contributor.authorJOHANSEN, Soren
dc.contributor.authorNIELSEN, Bent
dc.contributor.authorRAHBEK, Anders
dc.date.accessioned2011-05-09T15:12:07Z
dc.date.available2011-05-09T15:12:07Z
dc.date.issued1998
dc.identifier.citationJournal of Business & Economic Statistics, 1998, 16, 4, 388-399
dc.identifier.issn0735-0015
dc.identifier.urihttps://hdl.handle.net/1814/17012
dc.description.abstractThe 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.titleAsymptotic Inference on Cointegrating Rank in Partial Systems
dc.typeArticle
dc.identifier.doi10.2307/1392608
dc.neeo.contributorHARBO|Ingrid|aut|
dc.neeo.contributorJOHANSEN|Soren|aut|
dc.neeo.contributorNIELSEN|Bent|aut|
dc.neeo.contributorRAHBEK|Anders|aut|
dc.identifier.volume16
dc.identifier.startpage388
dc.identifier.endpage399
eui.subscribe.skiptrue
dc.identifier.issue4


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