Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors
Year of publication: |
2014
|
---|---|
Authors: | Garderen, Kees Jan van ; Peter Boswijk, H. |
Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 122.2014, 2, p. 224-228
|
Publisher: |
Elsevier |
Subject: | Cointegration | Vector autoregression | Bias correction |
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