scholarly journals Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots

2009 ◽  
Author(s):  
Michael Jansson ◽  
Morten Ørregaard Nielsen ◽  
Margit Sommer
Keyword(s):  
Likelihood Ratio ◽  
Unit Roots ◽  
Likelihood Ratio Tests ◽  
Seasonal Unit Roots

Likelihood Ratio Tests for Seasonal Unit Roots

1999 ◽  
Vol 20 (4) ◽  
pp. 453-476 ◽  
Author(s):  
Richard J. Smith ◽  
A. M. Robert Taylor
Keyword(s):  
Likelihood Ratio ◽  
Unit Roots ◽  
Likelihood Ratio Tests ◽  
Seasonal Unit Roots

scholarly journals Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending

2019 ◽  
Vol 38 (8) ◽  
pp. 881-898
Author(s):  
Josep Lluís Carrion-i-Silvestre ◽  
Dukpa Kim
Keyword(s):  
Likelihood Ratio ◽  
Likelihood Ratio Tests
Sign in / Sign up

Export Citation Format

Share Document