Small sample corrections for linear restrictions on cointegrating vectors: A Monte Carlo comparison
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- Giacomini, Raffaella & Politis, Dimitris N. & White, Halbert, 2013.
"A Warp-Speed Method For Conducting Monte Carlo Experiments Involving Bootstrap Estimators,"
Cambridge University Press, vol. 29(03), pages 567-589, June.
- Raffaella Giacomini & Dimitris N. Politis & Halbert White, 2012. "A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators," CeMMAP working papers CWP11/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Takamitsu Kurita, 2009. "A note on small-sample correction for hypothesis testing on cointegrating vectors: recursive Monte Carlo analysis," Economics Bulletin, AccessEcon, vol. 29(3), pages 1588-1595.
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