The Rank of a Sub-Matrix of Cointegration
Download full text from publisher
Other versions of this item:
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Bertocco Giancarlo, 2006. "Are banks special? A note on Tobin’s theory of financial intermediaries," Economics and Quantitative Methods qf0605, Department of Economics, University of Insubria.
- Paolo Paruolo, 2006.
"The Likelihood Ratio Test for the Rank of a Cointegration Submatrix,"
Oxford Bulletin of Economics and Statistics,
Department of Economics, University of Oxford, vol. 68(s1), pages 921-948, December.
- Paruolo Paolo, 2004. "The likelihood ratio test for the rank of a cointegration submatrix," Economics and Quantitative Methods qf04024, Department of Economics, University of Insubria.
- Gomez-Biscarri, Javier & Hualde, Javier, 2015.
"Regression-based analysis of cointegration systems,"
Journal of Econometrics,
Elsevier, vol. 186(1), pages 32-50.
- Javier Gómez Biscarri & Javier Hualde, 2014. "Regression-based analysis of cointegration systems," Working Papers 780, Barcelona Graduate School of Economics.
- Mauricio, Jose Alberto, 2006. "Exact maximum likelihood estimation of partially nonstationary vector ARMA models," Computational Statistics & Data Analysis, Elsevier, vol. 50(12), pages 3644-3662, August.
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hit:econdp:2002-15. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Digital Resources Section, Hitotsubashi University Library). General contact details of provider: http://edirc.repec.org/data/fehitjp.html .
We have no references for this item. You can help adding them by using this form .