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Corrigendum to “Likelihood-based cointegration tests in heterogeneous panels” by R. Larsson, J. Lyhagen and M. Löthgren. (English) Zbl 1270.62156

From the text: We correct the proof of Lemma 3 in [R. Larsson et al., Econom. J. 4, No. 1, 109–142 (2001; Zbl 0983.62086)].

MSC:

62P20 Applications of statistics to economics
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20 Asymptotic distribution theory in statistics
62H15 Hypothesis testing in multivariate analysis

Citations:

Zbl 0983.62086
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References:

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