402 Discussion Papers

• 12-097/III - Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model

  Authors: H. Peter Boswijk, University of Amsterdam; Michael Jansson, UC Berkeley; Morten Ø. Nielsen, Queen's University

  Date: September 21, 2012

• 12-096/III - The R Package MitISEM: Mixture of Student-t Distributions using Importance Sampling Weighted Expectation Maximization for Efficient and Robust Simulation

  Authors: Nalan Basturk, Erasmus University Rotterdam; Lennart Hoogerheide, VU University Amsterdam; Anne Opschoor, Erasmus University Rotterdam; Herman K. van Dijk, EUR & VU

  Date: September 20, 2012