Comparing cointegrating regression estimators: (Q672881)
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scientific article; zbMATH DE number 985243
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| English | Comparing cointegrating regression estimators: |
scientific article; zbMATH DE number 985243 |
Statements
Comparing cointegrating regression estimators: (English)
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28 February 1997
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Cointegration
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Small sample
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Simulation
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0.8173703551292419
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0.7878827452659607
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0.7871435284614563
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0.7859062552452087
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