On the small sample properties of weak exogeneity tests in cointegrated VAR models
Year of publication: |
2002
|
---|---|
Authors: | Brüggemann, Ralf |
Publisher: |
Berlin : Sonderforschungsbereich 373 |
Subject: | Kointegration | Cointegration | VAR-Modell | VAR model | Stichprobenerhebung | Sampling | Theorie | Theory |
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