Stability of Long-run Relationships for Countries in Transition: A Hansen Test Study
Year of publication: |
2011-12-04
|
---|---|
Authors: | Syczewska, Ewa |
Institutions: | Zakład Ekonometrii Stosowanej, Szkoła Główna Handlowa w Warszawie |
Subject: | Hansen stability tests | Phillips-Hansen estimators | long-run covariance matrix | spectral analysis | semiparametric estimates |
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