Title:A Small Sample Correction for Tests of Hypotheses on the Cointegrating Vectors Author(s):JOHANSEN, SorenDate:2002Citation:
- Journal of Econometrics, 2002, 111, 2, 195-221
Type:ArticleAbstract:The main purpose of the analysis of the cointegrated VAR model is conducting inference on the cointegrating relations. Asymptotic inference is chi(2), but the asymptotic results are not accurate enough for small samples. ...
Title:Do relative factor prices matter? : the long run demand for labour in the Irish manufacturing sector Author(s):KEARNEY, IdeDate:2001Citation:
- Florence : European University Institute, 2001
Type:ThesisSeries/Number:EUI PhD theses; Department of Economics