The robustness of cointegration tests in misspecified models : some Monte Carlo evidence
Year of publication: |
1996
|
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Authors: | Eitrheim, Øyvind |
Published in: |
Four essays on the multivariate modelling of nonstationary economic time series. - Oslo. - 1996, p. 101-161
|
Subject: | Schätztheorie | Estimation theory | Makroökonometrie | Macroeconometrics | Theorie | Theory |
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