Modified lag augmented vector autoregressions

Econometric Reviews

Volumn 19, Issue 2, 2000, Pages 207-231

  Kurozumi, Eiji ^a   Yamamoto, Taku ^a  

^a HITOTSUBASHI UNIVERSITY   (Japan)

Author keywords

Bias correction; Cointegration; Hypothesis testing; Integration; Vector autoregressions

Indexed keywords

EID: 0347530342     PISSN: 07474938     EISSN: 15324168     Source Type: Journal    
DOI: 10.1080/07474930008800468     Document Type: Article

References (13)

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