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Time series analysis / Statistical tests / Statistical theory / Cointegration / Johansen test / Normal distribution / Maximum likelihood / Generalized method of moments / Ordinary least squares / Statistics / Estimation theory / Econometrics


Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration by James G. MacKinnon Department of Economics
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Document Date: 2001-02-15 13:59:00

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File Size: 171,50 KB

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Company

IBM / /

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Canada / /

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Facility

Economics Ryerson Polytechnic University / York University / Economics University of Canterbury Private Bag / Economics Queen’s University / /

IndustryTerm

dimensional systems / /

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AIX / Linux / /

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York University / Toronto / Ryerson Polytechnic University / James G. MacKinnon Department of Economics Queen / Social Sciences and Humanities Research Council of Canada / Alfred A. Haug Department / Leo Michelis Department / Economics University of Canterbury Private Bag / Economics Queen’s University Kingston / /

Person

Alfred A. Haug / Bent Nielsen / Leo Michelis / /

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first author / Editor / second author / /

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L / /

ProvinceOrState

Ontario / /

Technology

simulation / Linux / /

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