A review of systemscointegration tests
Year of publication: |
1998
|
---|---|
Authors: | Hubrich, Kirstin ; Lütkepohl, Helmut ; Saikkonen, Pentti |
Institutions: | Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät |
Subject: | systems cointegration tests | LR tests | nonparametric tests | asymptotic power | small sample simulations |
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