Small sample adjustment for hypotheses testing on cointegrating vectors

DOI10.1515/JTSE-2020-0044zbMATH Open1542.62112MaRDI QIDQ6581765

Publication date: 1 August 2024

Published in: Journal of Time Series Econometrics (Search for Journal in Brave)

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Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03)

Cites Work

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