Asymptotic theory for cointegration analysis when the cointegration rank is deficient
Year of publication: |
2019
|
---|---|
Authors: | Bernstein, David H. ; Nielsen, Bent |
Published in: |
Econometrics. - Basel : MDPI, ISSN 2225-1146. - Vol. 7.2019, 1, p. 1-24
|
Publisher: |
Basel : MDPI |
Subject: | cointegration | rank deficiency | weak identification |
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