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

Research output: Working paper › Research

Standard

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

nr. 11. ed. Københavns Universitet, 2003. p. 1-25.

Research output: Working paper › Research

Harvard

Nielsen, HB & Rahbek, A 2003 'Likelihood Ratio Testing for Cointegration Ranks in I(2) Models' nr. 11 edn, Københavns Universitet, pp. 1-25.

APA

Nielsen, H. B., & Rahbek, A. (2003). Likelihood Ratio Testing for Cointegration Ranks in I(2) Models. (nr. 11 ed.) (pp. 1-25).

Vancouver

Nielsen HB, Rahbek A. Likelihood Ratio Testing for Cointegration Ranks in I(2) Models. nr. 11 ed. Københavns Universitet. 2003, p. 1-25.

Author

Nielsen, Heino Bohn ; Rahbek, Anders. / Likelihood Ratio Testing for Cointegration Ranks in I(2) Models. nr. 11. ed. Københavns Universitet, 2003. pp. 1-25

Bibtex

@techreport{5f911c9074c011dbbee902004c4f4f50,
title = "Likelihood Ratio Testing for Cointegration Ranks in I(2) Models",
author = "Nielsen, {Heino Bohn} and Anders Rahbek",
year = "2003",
language = "English",
pages = "1--25",
edition = "nr. 11",
type = "WorkingPaper",

}

RIS

TY - UNPB

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

AU - Nielsen, Heino Bohn

AU - Rahbek, Anders

PY - 2003

Y1 - 2003

M3 - Working paper

SP - 1

EP - 25

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

CY - Københavns Universitet

ER -

ID: 44790