Department of Economics and Business Economics

Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles

Publication: Research - peer-reviewJournal article

DOI

  • Massimo Franchi
    Massimo FranchiSapienza University of RomeItaly
  • Søren Johansen
Original languageEnglish
JournalEconometrics
Volume5
Issue number2
Number of pages20
ISSN2225-1146
DOIs
StatePublished - 2017

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