Identification robust inference in cointegrating regressions (Q2511806)
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scientific article; zbMATH DE number 6325815
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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