Comparison of the Anderson-Rubin test for overidentification and the Johansen test for cointegration

LF Hoogerheide, Herman van Dijk

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

Original languageUndefined/Unknown
Number of pages14
EditionEconometric Institute EI 2001-04
Publication statusPublished - 2001

Publication series

SeriesEconometric Institute
VolumeEI 2001-04

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