THE POWER OF SINGLE EQUATION TESTS FOR COINTEGRATION WHEN THE COINTEGRATING VECTOR IS PRESPECIFIED
| Year of publication: |
2000
|
|---|---|
| Authors: | Zivot, Eric |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 16.2000, 03, p. 407-439
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |