Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity
| Year of publication: |
2005
|
|---|---|
| Authors: | Elliott, Graham ; Jansson, Michael ; Pesavento, Elena |
| Published in: |
Journal of Business & Economic Statistics. - American Statistical Association. - Vol. 23.2005, January, p. 34-48
|
| Publisher: |
American Statistical Association |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005238468