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Publication Year:
2005
Journals:
Journal of Applied Econometrics
Formats:
CSV
TXT
bn7
out
out
ox
H. Peter Boswijk
;
Jurgen A. Doornik
Distribution approximations for cointegration tests with stationary exogenous...
The distribution of a functional of two correlated vector-Brownian motions is approximated by a Gamma distribution. This functional represents the limiting distribution for...
DOI:10.15456/jae.2022319.0710138008
TXT
bn7
CSV
in7
out
ox
