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

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Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles. / Franchi, Massimo; Johansen, Søren.

I: Econometrics, Bind 5, Nr. 2, 2017.

Publikation: Bidrag til tidsskrift/Konferencebidrag i tidsskrift /Bidrag til avisTidsskriftartikelForskningpeer review

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@article{dc5e63e4e88f449793704d358e62bba1,
title = "Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles",
author = "Massimo Franchi and S{\o}ren Johansen",
year = "2017",
doi = "10.3390/econometrics5020025",
language = "English",
volume = "5",
journal = "Econometrics",
issn = "2225-1146",
publisher = "MDPI AG",
number = "2",

}

RIS

TY - JOUR

T1 - Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles

AU - Franchi, Massimo

AU - Johansen, Søren

PY - 2017

Y1 - 2017

U2 - 10.3390/econometrics5020025

DO - 10.3390/econometrics5020025

M3 - Journal article

VL - 5

JO - Econometrics

JF - Econometrics

SN - 2225-1146

IS - 2

ER -