A Wald test of restrictions on the cointegrating space based on Johansen's estimator
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Publication:2442568
DOI10.1016/S0165-1765(98)00042-1zbMath1284.62126OpenAlexW2129962197MaRDI QIDQ2442568
Publication date: 3 April 2014
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-1765(98)00042-1
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03)
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