A small sample correction for tests of hypotheses on the cointegrating vectors (Q1867739)
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scientific article; zbMATH DE number 1891721
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A small sample correction for tests of hypotheses on the cointegrating vectors |
scientific article; zbMATH DE number 1891721 |
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A small sample correction for tests of hypotheses on the cointegrating vectors (English)
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2 April 2003
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VAR model
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cointegration
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small sample properties
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Bartlett correction
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likelihood ratio test
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test on cointegrating relations
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