Self-Normalization Approach to Hypothesis Testing on Cointegrating Vectors
Year of publication: |
[2023]
|
---|---|
Authors: | Cho, Cheol-Keun |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Kointegration | Cointegration | Statistischer Test | Statistical test | Statistische Methodenlehre | Statistical theory | Zeitreihenanalyse | Time series analysis |
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