On the small sample properties of weak exogeneity tests in cointegrated VAR models
Year of publication: |
2002
|
---|---|
Authors: | Brüggemann, Ralf |
Institutions: | Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät |
Subject: | Cointegration | weak exogeneity | bootstrap test | Subset VECM |
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