A NOTE WITH QUANTILES OF THE ASYMPTOTIC-DISTRIBUTION OF THE MAXIMUM-LIKELIHOOD COINTEGRATION RANK TEST STATISTICS

被引:1013
作者
OSTERWALDLENUM, M
机构
关键词
D O I
10.1111/j.1468-0084.1992.tb00013.x
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:461 / 472
页数:12
相关论文
共 5 条
[1]   MAXIMUM-LIKELIHOOD-ESTIMATION AND INFERENCE ON COINTEGRATION - WITH APPLICATIONS TO THE DEMAND FOR MONEY [J].
JOHANSEN, S ;
JUSELIUS, K .
OXFORD BULLETIN OF ECONOMICS AND STATISTICS, 1990, 52 (02) :169-210
[3]   DETERMINATION OF COINTEGRATION RANK IN THE PRESENCE OF A LINEAR TREND [J].
JOHANSEN, S .
OXFORD BULLETIN OF ECONOMICS AND STATISTICS, 1992, 54 (03) :383-397
[4]   STATISTICAL-ANALYSIS OF COINTEGRATION VECTORS [J].
JOHANSEN, S .
JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 1988, 12 (2-3) :231-254
[5]  
JOHANSEN S, 1991, UNPUB ECONOMETRIC RE