3 results
Limit Theory in Cointegrated Vector Autoregressions
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- Journal:
- Econometric Theory / Volume 8 / Issue 1 / March 1992
- Published online by Cambridge University Press:
- 18 October 2010, p. 146
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Limit Theory in Cointegrated Vector Autoregressions
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- Journal:
- Econometric Theory / Volume 9 / Issue 1 / January 1993
- Published online by Cambridge University Press:
- 11 February 2009, pp. 150-153
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Finite Sample Performance of Likelihood Ratio Tests for Cointegrating Ranks in Vector Autoregressions
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- Journal:
- Econometric Theory / Volume 11 / Issue 5 / October 1995
- Published online by Cambridge University Press:
- 11 February 2009, pp. 1015-1032
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