{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2022,4,5]],"date-time":"2022-04-05T23:46:03Z","timestamp":1649202363320},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"6","license":[{"start":{"date-parts":[[1999,12,1]],"date-time":"1999-12-01T00:00:00Z","timestamp":944006400000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[1999,12]]},"abstract":"<jats:p>Tail approximation of the asymptotic distribution \nof the log likelihood ratio test for cointegration in a \nvector autoregressive process is studied. In dimension \n2, an approximation of weighted \u03c7<jats:sup>2<\/jats:sup> type \nis derived by applying multivariate saddlepoint approximation \ntechniques to a Fourier inversion integral.<\/jats:p>","DOI":"10.1017\/s0266466699156019","type":"journal-article","created":{"date-parts":[[2002,7,27]],"date-time":"2002-07-27T13:45:46Z","timestamp":1027777546000},"page":"789-813","source":"Crossref","is-referenced-by-count":3,"title":["APPROXIMATION OF THE ASYMPTOTIC DISTRIBUTION OF THE LOG \nLIKELIHOOD RATIO TEST FOR COINTEGRATION"],"prefix":"10.1017","volume":"15","author":[{"given":"Rolf","family":"Larsson","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[1999,12,1]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466699156019","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,5,9]],"date-time":"2019-05-09T19:42:45Z","timestamp":1557430965000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466699156019\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1999,12]]},"references-count":0,"journal-issue":{"issue":"6","published-print":{"date-parts":[[1999,12]]}},"alternative-id":["S0266466699156019"],"URL":"https:\/\/doi.org\/10.1017\/s0266466699156019","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[1999,12]]}}}