Practical Problems with Reduced‐rank ML Estimators for Cointegration Parameters and a Simple Alternative*
- 27 September 2005
- journal article
- Published by Wiley in Oxford Bulletin of Economics and Statistics
- Vol. 67 (5) , 673-690
- https://doi.org/10.1111/j.1468-0084.2005.00136.x
Abstract
No abstract availableKeywords
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