Size properties of cointegration tests in misspecified systems
Year of publication: |
2004
|
---|---|
Authors: | Österholm, Pär |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 11.2004, 15, p. 919-924
|
Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
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