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Authors: Russell Davidson ^a; James G. MacKinnon ^b

Affiliations:	^a Greqam Centre de la Vieille Charit 2 rue de la Charit, France
	^b Department of Economics, Queen's University, Kingston, Ontario, Canada

DOI: 10.1080/07474930008800459

Publication Frequency: 6 issues per year

Published in: journal

Econometric Reviews, Volume 19, Issue 1 2000 , pages 55 - 68

Subjects: Econometrics; Finance; Financial Mathematics; Statistics;

Formats available: PDF (English)

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