A Bartlett correction factor for tests on the cointegrating relations
Year of publication: |
2000
|
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Authors: | Johansen, Søren |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 16.2000, 5, p. 740-778
|
Subject: | Kointegration | Cointegration | Theorie | Theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
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