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COINTEGRATION IN SMALL SAMPLES: EMPIRICAL PERCENTILES, DRIFTING MOMENTS AND CUSTOMIZED TESTING 1
Author(s) -
Blangiewicz Maria,
Charemza Wojciech W.
Publication year - 1990
Publication title -
oxford bulletin of economics and statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.131
H-Index - 73
eISSN - 1468-0084
pISSN - 0305-9049
DOI - 10.1111/j.1468-0084.1990.mp52003005.x
Subject(s) - cointegration , percentile , citation , library science , econometrics , economics , computer science , statistics , mathematics