Title: COINTEGRATION IN SMALL SAMPLES: EMPIRICAL PERCENTILES, DRIFTING MOMENTS AND CUSTOMIZED TESTING<sup>1</sup>
Abstract: Oxford Bulletin of Economics and StatisticsVolume 52, Issue 3 p. 303-315 COINTEGRATION IN SMALL SAMPLES: EMPIRICAL PERCENTILES, DRIFTING MOMENTS AND CUSTOMIZED TESTING† Maria Blangiewicz, Maria BlangiewiczSearch for more papers by this authorWojciech W. Charemza, Wojciech W. CharemzaSearch for more papers by this author Maria Blangiewicz, Maria BlangiewiczSearch for more papers by this authorWojciech W. Charemza, Wojciech W. CharemzaSearch for more papers by this author First published: August 1990 https://doi.org/10.1111/j.1468-0084.1990.mp52003005.xCitations: 42 † 1We are indebted to Derek Deadman, David Hendry and an anonymous referee for their comments on an earlier draft of the paper. They are not responsible for any remaining deficiencies. AboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onFacebookTwitterLinkedInRedditWechat Citing Literature Volume52, Issue3August 1990Pages 303-315 RelatedInformation
Publication Year: 1990
Publication Date: 1990-08-01
Language: en
Type: article
Indexed In: ['crossref']
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Cited By Count: 83
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