Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles

Massimo Franchi and Søren Johansen

Year of publication:	April 21, 2017
Authors:	Franchi, Massimo ; Johansen, Søren
Publisher:	Aarhus, Denmark : Department of Economics and Business Economics, Aarhus University
Subject:	Schätztheorie \| Estimation theory \| Einheitswurzeltest \| Unit root test \| Zeitreihenanalyse \| Time series analysis

freely available

Full text |

More access options

ideas.repec.org

econ.au.dk

Check Google Scholar

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10011648634

A service of the