Date: 2004
Type: Working Paper
Practical Problems with Reduced Rank ML Estimators for Cointegration Parameters and a Simple Alternative
Working Paper, EUI ECO, 2004/20
BRUEGGEMANN, Ralf, LUETKEPOHL, Helmut, Practical Problems with Reduced Rank ML Estimators for Cointegration Parameters and a Simple Alternative, EUI ECO, 2004/20 - https://hdl.handle.net/1814/2800
Retrieved from Cadmus, EUI Research Repository
Cadmus permanent link: https://hdl.handle.net/1814/2800
Series/Number: EUI ECO; 2004/20
Publisher: European University Institute
