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Robust Bartlett adjustment for hypotheses testing on cointegrating vectors : a bootstrap approach
Canepa, Alessandra - 2012
Persistent link: https://www.econbiz.de/10009573947
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Small sample corrections for linear restrictions on cointegrating vectors : a Monte Carlo comparison
Canepa, Alessandra - In: Economics letters 91 (2006) 3, pp. 330-336
Persistent link: https://www.econbiz.de/10003333617
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Bootstrap Bartlett adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra - 2020
Persistent link: https://www.econbiz.de/10012386989
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Improvement on the LR test statistic on the cointegrating relations in VAR models : bootstrap methods and applications
Canepa, Alessandra - 2020
Persistent link: https://www.econbiz.de/10012386990
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Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra - In: Journal of time series econometrics 14 (2022) 1, pp. 51-85
Persistent link: https://www.econbiz.de/10013260145
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Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra - 2021
Persistent link: https://www.econbiz.de/10013167436