Simple, robust, and accurate F and t tests in cointegrated systems
Year of publication: |
October 2018
|
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Authors: | Hwang, Jungbin ; Sun, Yixiao |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 34.2018, 5, p. 949-984
|
Subject: | Kointegration | Cointegration | Kleinste-Quadrate-Methode | Least squares method | Nichtparametrisches Verfahren | Nonparametric statistics | Stichprobenerhebung | Sampling | Statistische Methodenlehre | Statistical theory |
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