Date: 2005
Type: Article

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

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

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