A note on hypothesis testing based on the fully modified vector autoregression
Year of publication: |
1997
|
---|---|
Authors: | Yamada, Hiroshi ; Toda, Hiro Y. |
Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 56.1997, 1, p. 27-39
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Inference in possibly integrated vector autoregressive models: Some finite sample evidence
Yamada, Hiroshi, (1998)
-
Inference in possibly integrated vector autoregressive models: some finite sample evidence
Yamada, Hiroshi, (1998)
-
Inference in possibly integrated vector autoregressive models : finite sample evidence
Yamada, Hiroshi, (1996)
- More ...