Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process
Helmut Lütkepohl, Pentti Saikkonen and Carsten Trenkler
- 期刊名称The Econometrics Journal
- 作者Helmut Lütkepohl, Pentti Saikkonen and Carsten Trenkler
- 卷第4卷
- 期第2期
- 印刷ISSN1368-4221
- 电子ISSN1368-423X
- 文件大小3217.60KB
- 发表时间2001
- DOI10.2307/23114982
- 页码287-310