A Monte Carlo study on the pitfalls in determining deterministic components in cointegrating models
| Year of publication: |
2005
|
|---|---|
| Authors: | Hjelm, Goran ; Johansson, Martin W. |
| Published in: |
Journal of Macroeconomics. - Elsevier, ISSN 0164-0704. - Vol. 27.2005, 4, p. 691-703
|
| Publisher: |
Elsevier |