Distribution approximations for cointegration tests with stationary exogenous regressors
H. Peter Boswijk and Jurgen A. Doornik
| Year of publication: |
2005
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|---|---|
| Authors: | Boswijk, Herman Peter ; Doornik, Jurgen A. |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 20.2005, 6, p. 797-810
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| Subject: | Schätztheorie | Estimation theory | Kointegration | Cointegration | Regressionsanalyse | Regression analysis | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003168945