A Small Sample Correction for Tests of Hypotheses on the Cointegrating Vectors
Research output: Contribution to journal › Journal article › Research › peer-review
VAR model, Cointegration, Smalll sample propirties, Barlett Correction
| Original language | English |
|---|---|
| Journal | Journal of Econometrics |
| Volume | 111 |
| Issue number | 2 |
| Pages (from-to) | 195-221 |
| ISSN | 0304-4076 |
| Publication status | Published - 2002 |
ID: 79229