A Small Sample Correction of the Test for Cointegrating Rank in the Vector Autoregressive Model
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More about this item
KeywordsTESTS ; MODELS ; MATHEMATICS;
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- C31 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models
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