• Media type: E-Article
  • Title: Local power of likelihood-based tests for cointegrating rank: Comparative analysis of full and partial systems : LOCAL POWER OF LIKELIHOOD-BASED TESTS
  • Contributor: Kurita, Takamitsu
  • imprint: Wiley, 2011
  • Published in: Journal of Time Series Analysis, 32 (2011) 6, Seite 672-679
  • Language: English
  • DOI: 10.1111/j.1467-9892.2011.00724.x
  • ISSN: 0143-9782
  • Origination:
  • Footnote: