Causality Tests in the Case of Cointegrated Variables: A Monte Carlo Analysis.
| Year of publication: |
1994
|
|---|---|
| Authors: | Rios, J.V.P. |
| Institutions: | Institut d'Economie et Econométrie, Université de Genève |
| Subject: | econometrics | cointegration |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 29 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005727719