Additional Metadata
Keywords Bound test, Cointegration, Simulation-based inference, Weak identification
Persistent URL dx.doi.org/10.1016/j.jeconom.2014.06.001
Journal Journal of Econometrics
Citation
Khalaf, L, & Urga, G. (Giovanni). (2014). Identification robust inference in cointegrating regressions. Journal of Econometrics, 182(2), 385–396. doi:10.1016/j.jeconom.2014.06.001