FINITE-SAMPLE SIZES OF JOHANSEN LIKELIHOOD RATIO TESTS FOR COINTEGRATION

被引：536

作者：

CHEUNG, YW ^{[1
]}

LAI, KS ^{[1
]}

机构：

[1] CALIF STATE UNIV LOS ANGELES,LOS ANGELES,CA 90032

来源：

OXFORD BULLETIN OF ECONOMICS AND STATISTICS | 1993年 / 55卷 / 03期

关键词：

D O I：

10.1111/j.1468-0084.1993.mp55003003.x

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

[No abstract available]

引用

页码：313 / 328

页数：16

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