Work

Simulating small-sample properties of the maximum likelihood cointegration method: estimation and testing

Year: 1995

Type: article

Source: RePEc: Research Papers in Economics

Author: Tor Jacobson

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1598213067

FWCI: 5.297

Cites: 6

Cited by: 18

Related to: 10