Testing linear restrictions on cointegrating vectors : sizes and powers of Wald and likelihood ratio tests in finite samples
Year of publication: |
2002
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Authors: | Haug, Alfred Albert |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 18.2002, 2, p. 505-524
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Subject: | Kointegration | Cointegration | Statistische Methodenlehre | Statistical theory | Theorie | Theory |
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