Distribution approximations for cointegration tests with stationary exogenous regressors
| Year of publication: |
2005
|
|---|---|
| Authors: | Boswijk, H.Peter ; Doornik, Jurgen A. |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 20.2005, 6, p. 797-810
|