Fully modified estimation of cointegrating vectors via var prewhitening: a simulation study

Authors
Cappuccio, Nunzio Lubian, Diego
Citation
Nunzio Cappuccio et Diego Lubian, Fully modified estimation of cointegrating vectors via var prewhitening: a simulation study, Journal of the italian statistical society, 5(1), 1996, pp. 13-37
Journal title
Journal of the italian statistical society
ISSN journal
11219130 → ACNP
Volume
5
Issue
1
Year of publication
1996
Pages
13 - 37
Database
ESSPER
SICI code
1121-9130(1996)5:1<13:FMEOCV>2.0.ZU;2-Y