Bootstrap testing and approximate finite sample distributions for tests of linear restrictions on cointegrating vectors
Year of publication: |
1998
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Authors: | Gredenhoff, Mikael P. |
Published in: |
Bootstrap inference in time series econometrics. - Stockholm : EFI, ISBN 91-7258-476-9. - 1998, p. 121-148
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Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory |
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