The Power Function of the Likelihood Ratio Test for Cointegration

Original languageEnglish
Title of host publicationEconometric Decision Models : New Methods of Modeling and Applications: Proceedings of the 2nd International Conference on Econometric Decision Models
EditorsJosef Gruber
Number of pages23
PublisherSpringer
Publication date1991
Pages324-335
ISBN (Print)0387543732
Publication statusPublished - 1991

Cite this