Showing 21 - 30 of 503
Persistent link: https://www.econbiz.de/10009943142
Persistent link: https://www.econbiz.de/10009701610
The Wald test for linear restrictions on cointegrating vectors is compared infinite samples using the Monte Carlo method. The Wald test within the vector error-correction based methods of Bewley et al (1994) and of Johansen (1991), the canonical cointegration method of Park (1992) the dynamic...
Persistent link: https://www.econbiz.de/10009793260
Persistent link: https://www.econbiz.de/10011521402
Persistent link: https://www.econbiz.de/10010399450
Persistent link: https://www.econbiz.de/10001982558
Persistent link: https://www.econbiz.de/10001100474
Persistent link: https://www.econbiz.de/10001705099
Persistent link: https://www.econbiz.de/10001661312
Persistent link: https://www.econbiz.de/10001430385