Identification robust inference in cointegrating regressions
Lynda Khalaf; Giovanni Urga
| Year of publication: |
2014
|
|---|---|
| Authors: | Khalaf, Lynda ; Urga, Giovanni |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 182.2014, 2, p. 385-396
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| Subject: | Cointegration | Weak identification | Bound test | Simulation-based inference | Kointegration | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Simulation | Induktive Statistik | Statistical inference | Statistischer Test | Statistical test |
| 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/10010497745