Identification robust inference in cointegrating regressions (Q2511806)

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scientific article; zbMATH DE number 6325815
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English
Identification robust inference in cointegrating regressions
scientific article; zbMATH DE number 6325815

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    Identification robust inference in cointegrating regressions (English)
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    6 August 2014
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    cointegration
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    weak identification
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    bound test
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    simulation-based inference
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