A Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model (Q5475013)
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scientific article; zbMATH DE number 5032901
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| English | A Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model |
scientific article; zbMATH DE number 5032901 |
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A Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model (English)
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16 June 2006
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0.9004660844802856
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0.8474953770637512
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0.8339537382125854
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0.8142798542976379
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0.8142798542976379
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