A Monte Carlo comparison of LCCA- and ML-based cointegration tests for panel var process with cross-sectional cointegrating vectors
Autor: | Kębłowski, Piotr |
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Zdroj: | Przegląd Statystyczny / Statistical Review. 65(2):173-182 |
Databáze: | Central and Eastern European Online Library (CEEOL) |
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