A comparison of tests of linear hypotheses in cointegrated vector autoregressive models
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 45 (1994)
Issue (Month): 2 (June)
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Web page: http://www.elsevier.com/locate/ecolet
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- Wang, H. Holly & Ke, Bingfan, 2005. "Efficiency tests of agricultural commodity futures markets in China," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 49(2), June.
- Canepa, Alessandra, 2006. "Small sample corrections for linear restrictions on cointegrating vectors: A Monte Carlo comparison," Economics Letters, Elsevier, vol. 91(3), pages 330-336, June.
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