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LOCAL POWER OF LIKELIHOOD RATIO TESTS FOR THE COINTEGRATING RANK OF A VAR PROCESS
Saikkonen, Pentti, Lütkepohl, HelmutVolume:
15
Language:
english
Journal:
Econometric Theory
DOI:
10.1017/s026646669915103x
Date:
February, 1999
File:
PDF, 504 KB
english, 1999