Inference in Cointegrated Var Models by Alessandra Canepa

Inference in Cointegrated Var Models

Alessandra Canepa

172 pages missing pub info (editions)

nonfiction business economics
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Obtaining reliable inference procedures is one of the main challenges of econometric research. Test statistics are usually based on applications of the central limit theorem. However, in order to work well the first order asymptotic approximation ...

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