A note on small-sample correction for hypothesis testing on cointegrating vectors: recursive Monte Carlo analysis
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Keywords
Cointegrating Vector; Small Sample; Bartlett Correction; Recursive Monte Carlo Experiment.;All these keywords.
JEL classification:
- C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
Statistics
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