Asymptotic Inference on Cointegrating Rank in Partial Systems
分析了向量自回归误差修正模型中部分（或条件）系统的协整秩似然比检验，在弱外生性假设下给出了渐近分布和临界值表，并讨论了模型假设的必要性与检验方法。
The likelihood ratio test for cointegrating rank is analyzed for partial (or conditional) systems in the vector autoregressive error-correction model. Under the assumption of weak exogeneity for the cointegrating parameters, the asymptotic distributions are given and tables of critical values are provided. A discussion is given of some of the assumptions of the model, why they are needed, and how they are tested.