Heino Bohn Nielsen, Anders Rahbek
Likelihood Ratio Testing for Cointegration Ranks in I(2) Models. / Nielsen, Heino Bohn; Rahbek, Anders.
Research output: Working paper › Research
}
TY - UNPB
T1 - Likelihood Ratio Testing for Cointegration Ranks in I(2) Models
AU - Nielsen, Heino Bohn
AU - Rahbek, Anders
PY - 2003
Y1 - 2003
M3 - Working paper
SP - 1
EP - 22
BT - Likelihood Ratio Testing for Cointegration Ranks in I(2) Models
CY - Københavns Universitet
ER -