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- W1972952562 abstract "This paper proposes a test for the normalization of cointegrating vectors. Our test is constructed using the unrestricted maximum likelihood estimator and then it may be seen as a Wald-type test. The test statistic is shown to be asymptotically bounded above by a chi-square distribution with one degree of freedom (χ12) and then we can conduct a conservative test using critical values of χ12." @default.
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- W1972952562 date "2007-01-01" @default.
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- W1972952562 title "The Wald-Type Test of a Normalization of Cointegrating Vectors" @default.
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- W1972952562 doi "https://doi.org/10.14490/jjss.37.191" @default.
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