Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors
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Publication:2512351
DOI10.1016/j.econlet.2013.12.003zbMath1293.62211OpenAlexW2131869459MaRDI QIDQ2512351
Kees Jan van Garderen, H. Peter Boswijk
Publication date: 7 August 2014
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://pure.uva.nl/ws/files/1767942/138188_VanGarderenBoswijk2014AuthorsVersion.pdf
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