Author:
Abadir Karim M.,Lucas André
Subject
Economics and Econometrics,Finance
Reference29 articles.
1. A distribution generating equation for unit-root statistics;Abadir;Oxford Bulletin of Economics & Statistics,1992
2. Unbiased estimation as a solution to testing for random walks;Abadir;Economics Letters,1995
3. The limiting distribution of the t ratio under a unit root;Abadir;Econometric Theory,1995
4. The influence of VAR dimensions on estimator biases;Abadir;Econometrica,1999
5. Boswijk, H.P., Doornik, J.A., 1999. Distribution approximations for cointegration tests with stationary exogenous regressors. Mimeo, Nuffield College, Oxford University.
Cited by
8 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献