Making Wald Tests Work for Cointegrated VAR Systems
| Year of publication: |
1996
|
|---|---|
| Authors: | Dolado, J.J. ; Lütkepohl, H. |
| Published in: |
Econometric reviews. - Philadelphia, Pa : Taylor & Francis, ISSN 0731-1761, ZDB-ID 7974632. - Vol. 15.1996, 4, p. 369-386
|