Department of Economics and Business Economics

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

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Original languageEnglish
JournalEconometrics
Volume5
Issue2
Number of pages20
ISSN2225-1146
DOIs
Publication statusPublished - 2017

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ID: 114545047