Small sample corrections for linear restrictions on cointegrating vectors: A Monte Carlo comparison
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 91 (2006)
Issue (Month): 3 (June)
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Web page: http://www.elsevier.com/locate/ecolet
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- Raffaella Giacomini, & Dimitris N. Politis & Halbert White, 2012.
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