Small sample properties of tests of linear restrictions on cointegrating vectors and their weights
type: Item
instance of: scholarly article
title: Small sample properties of tests of linear restrictions on cointegrating vectors and their weights
zbMATH Open document ID: 0775.62343
DOI: 10.1016/0165-1765(92)90093-E
author: Jan M. Podivinsky
published in: Economics Letters
publication date: 1992-10-05T00:00:00Z
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 69031
describes a project that uses: nlmdl
MaRDI profile type: Publication
cites work: Co-Integration and Error Correction: Representation, Estimation, and Testing
cites work: Forecasting and testing in co-integrated systems
cites work: Q3750826
cites work: Statistical analysis of cointegration vectors
cites work: Q3996907
full work available at URL: 0165-1765(92)90093-e
OpenAlex ID: W2086380472
description: scientific article; zbMATH DE number 69031