FINITE-SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION

Published 2010 View Full Article

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Title
FINITE-SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION
Authors
Keywords
-
Journal
OXFORD BULLETIN OF ECONOMICS AND STATISTICS
Volume 55, Issue 3, Pages 313-328
Publisher
Wiley
Online
2010-07-27
DOI
10.1111/j.1468-0084.1993.mp55003003.x

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