COINTEGRATION IN SMALL SAMPLES: EMPIRICAL PERCENTILES, DRIFTING MOMENTS AND CUSTOMIZED TESTING1
作者:
Maria Blangiewicz,
Wojciech W. Charemza,
期刊:
Oxford Bulletin of Economics and Statistics
(WILEY Available online 1990)
卷期:
Volume 52,
issue 3
页码: 303-315
ISSN:0305-9049
年代: 1990
DOI:10.1111/j.1468-0084.1990.mp52003005.x
出版商: Blackwell Publishing Ltd
数据来源: WILEY
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