A BARTLETT CORRECTION FACTOR FOR TESTS ON THE COINTEGRATING RELATIONS
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Publication:2716486
DOI10.1017/S0266466600165065zbMath1179.62121MaRDI QIDQ2716486
Publication date: 16 May 2001
Published in: Econometric Theory (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of parametric tests (62F05)
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