authors
- VELASCO GOMEZ, CARLOS
- LASAK ., KATARZYNA ALEKSANDRA
Fractional cointegration rank estimation
Conference Contributions
Overview
event
-
IIIt Workshop in Time Series Econometrics.
Zaragoza (April 11-12, 2013)
event place
- ZARAGOZA
participation category
- CONFERENCIA
web site
publication date
- 2013
Classification
keywords
- error correction model; gaussian var model; likelihood ratio tests; maximum likelihood estimation