Two Mixed Normal Densities from Cointegration Analysis
AbstractNo abstract is available for this item.
Download InfoTo our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Bibliographic InfoArticle provided by Econometric Society in its journal Econometrica.
Volume (Year): 65 (1997)
Issue (Month): 3 (May)
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Cubadda, Gianluca & Omtzigt, Pieter, 2005.
"Small-sample improvements in the statistical analysis of seasonally cointegrated systems,"
Computational Statistics & Data Analysis,
Elsevier, vol. 49(2), pages 333-348, April.
- Cubadda, Gianluca & Omtzigt, Pieter, 2003. "Small Sample Improvements in the Statistical Analysis of Seasonally Cointegrated Systems," Economics & Statistics Discussion Papers esdp03012, University of Molise, Dept. SEGeS.
- Vogelsang, Timothy J., 2001. "Testing in GMM Models without Truncation," Working Papers 01-12, Cornell University, Center for Analytic Economics.
- Kiefer, Nicholas M., 2001.
"Heteroskedasticity-Autocorrelation Robust Standard Errors Using the Bartlett Kernel without Truncation,"
01-13, Cornell University, Center for Analytic Economics.
- Nicholas M. Kiefer & Timothy J. Vogelsang, 2002. "Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation," Econometrica, Econometric Society, vol. 70(5), pages 2093-2095, September.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wiley-Blackwell Digital Licensing) or (Christopher F. Baum).
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.