A Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model
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Publication:5475013
DOI10.1111/1468-0262.00358zbMath1112.62349OpenAlexW2087445659MaRDI QIDQ5475013
Publication date: 16 June 2006
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/1814/744
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Approximations to statistical distributions (nonasymptotic) (62E17)
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