Datasets Activity Stream About 1 dataset found Newest Oldest Relevance Name Ascending Name Descending Last Modified Go Issues: 6 Volumes: 20 Formats: ox H. Peter Boswijk ; Jurgen A. Doornik Distribution approximations for cointegration tests with stationary exogenous... The distribution of a functional of two correlated vector-Brownian motions is approximated by a Gamma distribution. This functional represents the limiting distribution for... TXT bn7 CSV in7 out ox