A Monte Carlo study on the pitfalls in determining deterministic components in cointegrating models
Göran Hjelm, Martin W. Johansson
| Year of publication: |
2005
|
|---|---|
| Authors: | Hjelm, Göran ; Johansson, Martin W. |
| Published in: |
Journal of macroeconomics. - Amsterdam [u.a.] : Elsevier, ISSN 0164-0704, ZDB-ID 796245-9. - Vol. 27.2005, 4, p. 691-703
|
| Subject: | Kointegration | Cointegration | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003209269