Robust estimation for structural spurious regressions and a Hausman-type cointegration test
| Year of publication: |
2008
|
|---|---|
| Authors: | Choi, Chi-Young ; Hu, Ling ; Ogaki, Masao |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 142.2008, 1, p. 327-351
|
| Publisher: |
Elsevier |