Practical Problems with Tests of Cointegration Rank with Strong Persistence and Heavy-Tailed Errors

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Beskrivning

Seminar presentation
Period20.11.2011
Händelsetitel2015 Helsinki Center of Economic Research (HECER), Time Series Econometrics Seminar
Typ av evenemang!!Other
Sponsorer
PlatsHelsinki, FinlandVisa på karta