Distribution approximations for cointegration tests with stationary exogenous regressors
Year of publication: |
1999
|
---|---|
Authors: | Boswijk, Herman Peter ; Doornik, Jurgen A. |
Publisher: |
Amsterdam [u. a.] |
Subject: | Schätztheorie | Estimation theory | Kointegration | Cointegration | Regressionsanalyse | Regression analysis | Theorie | Theory |
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