Improved Inference on Cointegrating Vectors in the Presence of a near Unit Root Using Adjusted Quantiles

Author： Franchi Massimo   Johansen Søren  

Publisher： MDPI

E-ISSN： 2225-1146|5|2|25-25

ISSN： 2225-1146

Source： Econometrics, Vol.5, Iss.2, 2017-06, pp. : 25-25

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