ScienceGate
Advanced Search
Author Search
Journal Finder
Blog
Sign in / Sign up
ScienceGate
Search
Author Search
Journal Finder
Blog
Sign in / Sign up
Numerical distribution functions of likelihood ratio tests for cointegration
Journal of Applied Econometrics
◽
10.1002/(sici)1099-1255(199909/10)14:5<563::aid-jae530>3.0.co;2-r
◽
1999
◽
Vol 14
(5)
◽
pp. 563-577
◽
Cited By ~ 835
Author(s):
James G. MacKinnon
◽
Alfred A. Haug
◽
Leo Michelis
Keyword(s):
Likelihood Ratio
◽
Distribution Functions
◽
Likelihood Ratio Tests
Download Full-text
Related Documents
Cited By
References
Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration
10.32920/ryerson.14640264
◽
2021
◽
Author(s):
James G MacKinnon
◽
Alfred A Haug
◽
Leo Michelis
Keyword(s):
Likelihood Ratio
◽
Distribution Functions
◽
Likelihood Ratio Tests
Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration
Download Full-text
Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration
10.32920/ryerson.14640264.v1
◽
2021
◽
Author(s):
James G MacKinnon
◽
Alfred A Haug
◽
Leo Michelis
Keyword(s):
Likelihood Ratio
◽
Distribution Functions
◽
Likelihood Ratio Tests
Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration
Download Full-text
Some Likelihood Ratio Tests When a Normal Covariance Matrix Has Certain Reducible Linear Structures
Communications in Statistics - Simulation and Computation
◽
10.1080/03610917508548472
◽
1975
◽
Vol 4
(6)
◽
pp. 537-554
Author(s):
G. S. Rogers
◽
D. L. Young
Keyword(s):
Covariance Matrix
◽
Likelihood Ratio
◽
Likelihood Ratio Tests
◽
Linear Structures
Download Full-text
Invariant Tests and Likelihood Ratio Tests for Multivariate Elliptically Contoured Distributions
10.21236/ada155844
◽
1985
◽
Author(s):
T. W. Anderson
◽
H. Hsu
Keyword(s):
Likelihood Ratio
◽
Likelihood Ratio Tests
◽
Elliptically Contoured Distributions
◽
Elliptically Contoured
Download Full-text
Nonparametric Bootstrap for Quasi-Likelihood Ratio Tests
SSRN Electronic Journal
◽
10.2139/ssrn.1921326
◽
2011
◽
Author(s):
Lorenzo Camponovo
Keyword(s):
Likelihood Ratio
◽
Likelihood Ratio Tests
◽
Nonparametric Bootstrap
Download Full-text
Asymptotic Refinements of a Fully Nonparametric Bootstrap for Quasi-Likelihood Ratio Tests of Extremum Estimators
SSRN Electronic Journal
◽
10.2139/ssrn.2442389
◽
2014
◽
Author(s):
Lorenzo Camponovo
Keyword(s):
Likelihood Ratio
◽
Likelihood Ratio Tests
◽
Nonparametric Bootstrap
Download Full-text
Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending
Econometric Reviews
◽
10.1080/07474938.2018.1528416
◽
2019
◽
Vol 38
(8)
◽
pp. 881-898
Author(s):
Josep Lluís Carrion-i-Silvestre
◽
Dukpa Kim
Keyword(s):
Likelihood Ratio
◽
Likelihood Ratio Tests
Download Full-text
Characterizations of Complete Classes of Tests of Some Multiparametric Hypotheses, with Applications to Likelihood Ratio Tests
The Annals of Mathematical Statistics
◽
10.1214/aoms/1177728590
◽
1955
◽
Vol 26
(1)
◽
pp. 21-36
◽
Cited By ~ 34
Author(s):
Allan Birnbaum
Keyword(s):
Likelihood Ratio
◽
Likelihood Ratio Tests
Download Full-text
A comparison of likelihood ratio tests and Rao's score test for three separable covariance matrix structures
Biometrical Journal
◽
10.1002/bimj.201600044
◽
2016
◽
Vol 59
(1)
◽
pp. 192-215
◽
Cited By ~ 7
Author(s):
Katarzyna Filipiak
◽
Daniel Klein
◽
Anuradha Roy
Keyword(s):
Covariance Matrix
◽
Likelihood Ratio
◽
Score Test
◽
Likelihood Ratio Tests
◽
Rao's Score Test
Download Full-text
Generalized likelihood ratio tests for change detection in diffusion tensor images
2009 IEEE International Symposium on Biomedical Imaging: From Nano to Macro
◽
10.1109/isbi.2009.5193173
◽
2009
◽
Cited By ~ 6
Author(s):
Herve Boisgontier
◽
Vincent Noblet
◽
Fabrice Heitz
◽
Lucien Rumbach
◽
Jean-Paul Armspach
Keyword(s):
Change Detection
◽
Likelihood Ratio
◽
Diffusion Tensor
◽
Likelihood Ratio Tests
◽
Generalized Likelihood Ratio
◽
Diffusion Tensor Images
Download Full-text
Sign in / Sign up
Close
Export Citation Format
Close
Share Document
Close