Likelihood Ratio Testing for Cointegration Ranks in I(2) Models

Publikation: Working paper › Forskning

Standard

Likelihood Ratio Testing for Cointegration Ranks in I(2) Models. / Nielsen, Heino Bohn; Rahbek, A.

Cph. : Department of Economics, University of Copenhagen, 2003.

Publikation: Working paper › Forskning

Harvard

Nielsen, HB & Rahbek, A 2003 'Likelihood Ratio Testing for Cointegration Ranks in I(2) Models' Department of Economics, University of Copenhagen, Cph.

APA

Nielsen, H. B., & Rahbek, A. (2003). Likelihood Ratio Testing for Cointegration Ranks in I(2) Models. Department of Economics, University of Copenhagen.

Vancouver

Nielsen HB, Rahbek A. Likelihood Ratio Testing for Cointegration Ranks in I(2) Models. Cph.: Department of Economics, University of Copenhagen. 2003.

Author

Nielsen, Heino Bohn ; Rahbek, A. / Likelihood Ratio Testing for Cointegration Ranks in I(2) Models. Cph. : Department of Economics, University of Copenhagen, 2003.

Bibtex

@techreport{161143a0c8a911dbbee902004c4f4f50,
title = "Likelihood Ratio Testing for Cointegration Ranks in I(2) Models",
abstract = " ",
author = "Nielsen, {Heino Bohn} and A. Rahbek",
note = "JEL Classification: C32",
year = "2003",
language = "English",
publisher = "Department of Economics, University of Copenhagen",
address = "Denmark",
type = "WorkingPaper",
institution = "Department of Economics, University of Copenhagen",

}

RIS

TY - UNPB

T1 - Likelihood Ratio Testing for Cointegration Ranks in I(2) Models

AU - Nielsen, Heino Bohn

AU - Rahbek, A.

N1 - JEL Classification: C32

PY - 2003

Y1 - 2003

N2 -  

AB -  

M3 - Working paper

BT - Likelihood Ratio Testing for Cointegration Ranks in I(2) Models

PB - Department of Economics, University of Copenhagen

CY - Cph.

ER -

ID: 160067