The Rank of a Sub-Matrix of Cointegration
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- 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.
- 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, pages 32-50.
- Javier Gómez Biscarri & Javier Hualde, 2014. "Regression-based analysis of cointegration systems," Working Papers 780, Barcelona Graduate School of Economics.
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