A more powerful modification of Johansen's cointegration tests
Steve Leybourne, Tae-hwan Kim and Paul Newbold
| Year of publication: |
2008
|
|---|---|
| Authors: | Leybourne, Stephen James ; Kim, Tae-hwan ; Newbold, Paul |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 40.2008, 4/6, p. 725-729
|
| Subject: | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test |
| 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/10003722969