Improved Inference on Cointegrating Vectors in the Presence of a near Unit Root Using Adjusted Quantiles
Franchi, M.; Johansen, S. Improved Inference on Cointegrating Vectors in the Presence of a near Unit Root Using Adjusted Quantiles. Econometrics 2017, 5, 25. https://doi.org/10.3390/econometrics5020025
Franchi M, Johansen S. Improved Inference on Cointegrating Vectors in the Presence of a near Unit Root Using Adjusted Quantiles. Econometrics. 2017; 5(2):25. https://doi.org/10.3390/econometrics5020025
Chicago/Turabian StyleFranchi, Massimo, and Søren Johansen. 2017. "Improved Inference on Cointegrating Vectors in the Presence of a near Unit Root Using Adjusted Quantiles" Econometrics 5, no. 2: 25. https://doi.org/10.3390/econometrics5020025