Asymptotic theory for cointegration analysis when the cointegration rank is deficient

Asymptotic theory for cointegration analysis when the cointegration rank is deficient


Type: working-paper

Bernstein, D. and Nielsen, B. (2014), `Asymptotic theory for cointegration analysis when the cointegration rank is deficient’, Nuffield Discussion Paper 2014-W06, University of Oxford


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