Distribution Approximations for Cointegration Tests with...

Distribution Approximations for Cointegration Tests with Stationary Exogenous Regressors

H. Peter Boswijk and Jurgen A. Doornik
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Volume:
20
Language:
english
Journal:
Journal of Applied Econometrics
DOI:
10.2307/25146395
Date:
September, 2005
File:
PDF, 1.76 MB
english, 2005
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