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On the robustness of hypothesis testing based on fully modified vector autoregression when some roots are almost one
Kauppi, Heikki - In: Econometric theory 20 (2004) 2, pp. 341-359
Persistent link: https://www.econbiz.de/10001987879
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ON THE ROBUSTNESS OF HYPOTHESIS TESTING BASED ON FULLY MODIFIED VECTOR AUTOREGRESSION WHEN SOME ROOTS ARE ALMOST ONE
Kauppi, Heikki - In: Econometric theory 20 (2004) 2, pp. 341-359
Persistent link: https://www.econbiz.de/10006965146