Identification robust inference in cointegrating regressions
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Publication:2511806
DOI10.1016/j.jeconom.2014.06.001zbMath1311.62088OpenAlexW2050750536MaRDI QIDQ2511806
Publication date: 6 August 2014
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://openaccess.city.ac.uk/id/eprint/14536/1/Khalaf%26UrgaRR2.pdf
Parametric tolerance and confidence regions (62F25) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15)
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