Work

The Likelihood Ratio Test for the Rank of a Cointegration Submatrix*

Year: 2006

Type: article

Source: Oxford Bulletin of Economics and Statistics

DOI: 10.1111/j.1468-0084.2006.00463.x

Author: Paolo Paruolo

Institution: University of Insubria

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2106810883

FWCI: 2.016

Cites: 30

Cited by: 11

Related to: 10