Small sample corrections for linear restrictions on cointegrating vectors: A Monte Carlo comparison

✍ Scribed by Alessandra Canepa

• Book ID: 116421306
• Publisher: Elsevier Science
• Year: 2006
• Tongue: English
• Weight: 149 KB
• Volume: 91
• Category: Article
• ISSN: 0165-1765
• DOI: 10.1016/j.econlet.2005.12.011